Assume $f$ is differentiable at $x$,
$$\lim_{h\to 0} \frac{f(x+h)-f(x-h)}{2h} .$$
which can be proven by,
$$ \begin{eqnarray*} \lim_{h\to 0} \frac{f(x+h)-f(x-h)}{2h} &=& \frac12 \lim_{h\to 0}\left(\frac{f(x+h)-f(x)}h+\frac{f(x)-f(x-h)}h\right) \\ &=& \frac12 (f'(x)+f'(x)) = f'(x) \end{eqnarray*} $$
but here's the real question,
Give an example of a function $f(x)$ for which the limit above exists at some $x$, but $f$ is not differentiable at $x$.
I am confused by this question because I originally, thought, by definition of differentiation, existence of limit at some $x$ guarantees differentiability at that 'some' $x$