I got a solution:

PrintWriter output;

void setup() {
// Create a new file in the sketch directory
output = createWriter("positions.txt");
}

void draw() {
point(mouseX, mouseY);
output.println(mouseX+","+mouseY); // Write the coordinate to the file
}

void exit() {
output.flush(); // Writes the remaining data to the file
output.close(); // Finishes the file
super.exit(); // Stops the program
}