He's still the "closer". But if he struggles (and apparently he looked terrible Sat. night), don't expect him to stay in the game. They are also treating him very carefully, not wanting him to blow a save. It's frustrating for fantasy (I own Gonzo too), but Tracy's making the right decisions from the standpoint of trying to win games.
If Gonzo can't handle being yanked from a confidence standpoint, he's probably not the right make-up to be a closer anyway.