The nearest expiration date for PJM PSEG Zone Peak Calendar-Month Day-Ahead LMP 5 MW Futures (Jul 2017) is Jul 31, 2017.
The best time to sell a futures contract is when you've already made money on the investment, but still have plenty of time left before the expiration date. Thus, a good option would be to sell PJM PSEG Zone Peak Calendar-Month Day-Ahead LMP 5 MW Futures (Jul 2017) before Jul 31, 2017.