Dominion Resources and Cheniere Only LNG Plants That Matter, page-55

Poss,
Most of them (those close to, at, or (below for sellers and above for buyers) the closing price) would be automated orders set and moved around in order to attempt to achieve the best volume and price combination for a given buyer or seller. Each time a new orders gets placed on the queue in the closing auction it's effect on the volume and closing price that will result would be computed and the buyer or seller controlling the automated order would then add, remove, or move orders around to attempt to achieve the new best volume and price combination on close.