Many real-world networks exhibit the phenomenon of edge clustering, which is typically measured by the average clustering coefficient. Recently, an alternative measure, the average closure coefficient, is proposed to quantify local clustering. It is shown that the average closure coefficient possesses a number of useful properties and can capture complementary information missed by the classical average clustering coefficient. In this paper, we study the asymptotic distribution of the average closure coefficient of a heterogeneous Erdös-Rényi random graph. We prove that the standardized average closure coefficient converges in distribution to the standard normal distribution. In the Erdös-Rényi random graph, the variance of the average closure coefficient exhibits the same phase transition phenomenon as the average clustering coefficient.