A couple of times i've been out with friends and met friends of friends who I got along with really well. I'd gain rapport, they'd give me IOI's such as touching their hair, trying to touch me and all sorts. I've had it where a girl has literally been staring right into my eyes for ten seconds straight allowing a silence to fill the void between us and i've completely baulked at the opportunity.
The most recent was when I was at a cougar bar for a friend of a friend's birthday kind of thing. I approached all the women sitting down at a couch, talked to them and started flirting with the nearest to me by complimenting her and trying to guess her age("Oh you look about 23! What? Why are you laughing? I'm serious

"). I did this jokingly with the women next to her to which they looked to my target and said things like "Oh, i'm married. My husband wouldn't be too happy with me talking to an attractive man. Blah blah blah." but my target was still keen. She was giving me a bunch of IOI's, looked like she wanted to have a bit of fun and even held eye contact with me for over five seconds which got awkward for me so I broke it and immediately my game began to die. I just couldn't close it.
From what you've said I generally think the problem is I don't really have a plan. :/ I get nervous when I think about afterwards and how i'll fill the void in time and what if I won't want her around and all that. Then again, i've had situations where at the end of the night, while walking home, i've not gone in for the k-close or n-close when it was obvious I should have.