Actually, that was Connally's quote and he had good reason to say it - he was riding in Kennedy's limo in the seat just in front of him.
LBJ was two cars behind it - first the Chief's car, then Kennedy and Connally, then Secret Service, then LBJ and Sen. Yarborough then more Secret Service, more dignitaries and finally the media bringing up the rear of the motorcade.
Weisberg contends that LBJ once asked J. Edgar Hoover if any of the gunmen were shooting at him. Weisberg then concludes that if LBJ had to ask, he wasn't the one giving the orders. I consider this hearsay, however.