Net::HTTP trying to call `closed?` on nil

When performing `#request` - if an error is raised there is an attempt to close the socket - which is sometimes nil - and the following error is raised which masks the original exception

```
NoMethodError - NoMethodError: undefined method `closed?' for NilClass:
.../maglev/lib/ruby/1.9/net/http.rb:1060:in `request'
.../maglev/lib/ruby/1.9/net/http.rb:1058:in `request'
```
