When i was checking for mysql load time on site. i got result showing connections as TIME_WAIT. Even though i close connection on every page. Sometimes the site doesnt load say
As @Zimbabao suggested in the comment, debug your code for any potential errors that may halt the execution of closing the Mysql connection.
If nothing works, check your my.cnf for a system variable called wait_timeout. If its not present add it to the section [mysqld] and restart your Mysql server.
[mysqld]
wait_timeout = 3600
Its the number of seconds the server waits for activity on a noninteractive connection before closing it. Further information can be found http://dev.mysql.com/doc/refman/5.0/en/server-system-variables.html#sysvar_wait_timeout
Tune the figure 3600 (1 hour) to your requirements.
HTH