Let \(B\) represent a volume of energy bought at time \(t\) for futures contract \(F\), and \(V\) be the total volume tradable
\[ P_{close} = \frac{\sum (B_{F,\ \ t} \cdot P_{F, \ t}) + (V- \sum B_{F,\ \ t}) \cdot \overline P_S} {V} \]