KK lol I have had the same problem... but yours is a tad different...
So!
#1 he is either a really uber gay straight
or
#2 in the closet... like deep in the closet... like narnia deep lol!

I vote #2

I think that him saying not to close, Im not gay is a nervousness he feels - because he thinks you are discovering his "secret" of him being gay, he tells you he isnt, thinking he can lead you astray...

so I think he is gay. The definite tell tale is the way he talks about girls... ask him about girls he thinks are hot... it he says that they are pretty or good looking or gorgeous or beautiful - take it as "IM GAY"
lol
that is my opinion... lol