A closure approximation for nematic polymers is presented. It approximates the fourth rank order tensor in terms of lower rank tensors, and is derived in the framework of the canonical distribution subspace theory. This approach requires a choice of the class of distributions: Here the set of Bingham distributions is chosen, as already introduced by Chaubal and Leal (1998). The closure is written in a generic frame of reference, and in an explicit form, so that it can be easily implemented. Such formulation also permits studying the closure approximation with continuation tools, which rather completely describe the system dynamics. The predictions can then be compared with those obtained with the exact model. The shear flow is considered as a test, since this flow condition appears to be the most demanding for closure approximations for nematic polymers.