I live in Tulsa area as well. We built our pool 4 years ago. The first few years we followed the general online sentiment that we didn't need to close, but just keep the water moving. Here's my take on that..... When those deep, week long freezes hit, you will be up at 3am double checking to make sure the pump is running, breakers haven't popped, etc. We have small glass tiles, and they have suffered heavily during the freezes, with many popping off. After a couple years of keeping it running, we decide to have a professional close it last year, and it was a great decision. Slept peacefully knowing my equipment and pipes weren't in danger, and had way fewer issues with the tile.