The nearest expiration date for ISO New England West Central Massachusetts Zone 5 MW Peak Calendar-Month Day-Ahead LMP Futures (Jun 2015) is May 30, 2015.
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 ISO New England West Central Massachusetts Zone 5 MW Peak Calendar-Month Day-Ahead LMP Futures (Jun 2015) before May 30, 2015.