I'm just getting back into the game and doing approaches every weekend after being years out of practice. So I'm starting over again and learning how to do good approaches. I did two approaches last weekend and two last night with my roommates who are also pua's. Anyway the opener I've just been using is pretty normal and natural "hey my name is ...." "I'm new here from out of town, what is the funnest thing to do around here?" or something similar.

Now the girls have been pretty receptive to that and I have no problem getting a conversation going but my problem is it fizzles out pretty fast and they turn their attention to another guy or girl in their vicinity. How do I keep them engaged and interested? This is a problem I've been running into in my approaches.

hey an use routine and kino..... wht helps is the 5 W's just do cold reading and use that to your advantage

Have at least one good, engaging story to follow up with. Storytelling is really the key to holding attention. So now that you have a way to start the conversation, work on the next steps and prepare. Most people think the next thing to do is start asking more questions like an interview. It's just the opposite. Start telling a story about yourself or something you saw that hits the emotions. That should get you to the next step.

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remember about social proofing

go around the room, chat up some randoms, show yourself off to the club. they're bound to notice you if you do it effectively, and that will help ya keep their attention later as they'll think better of you (aka DHV while before approaching)

and then like the above mentioned!