Let us see why the conservation of the Runge--Lenz vector n implies closed orbits.
(1) Express n in terms of r and p alone (get rid of l).
(2) Since the particle is bound, it cannot escape to infinity. So, as we follow it from some arbitrary time onward, it must reach a point rmax where its distance from the origin stops growing. Show that
n=rmax(2E+rmaxe2)
at this point. (Use the law of conservation of energy to eliminate p2.) Show that, for similar reasons, if we wait some more, it will come to rmin, where
n=rmin(2E+rmine2)
Thus rmax and rmin are parallel to each other and to n. The conservation or constancy of n implies that the maximum (minimum) separation is always reached at the same point rmax(rmin), i.e., the orbit is closed. In fact, all three vectors rmax, rmin, and n are aligned with the major axis of the ellipse along which the particle moves; n and rmin are parallel, while n and rmax are antiparallel. (Why?) Convince yourself that for a circular orbit, n must and does vanish.