just use. 

void stop() {
} 

it is called whenever a sketch is closed. 

1.  public void stop() {
       // this used to shut down the sketch, but that code has
       // been moved to dispose()
   
       paused = true; // causes animation thread to sleep
   
       //TODO listeners
     }

1. DisposeHandler dh;
2.  
3. void setup()
4. {
5.   size(500, 500);
6.   println("In setup");
7.  
8.   dh = new DisposeHandler(this);
9. }
10.  
11. void draw()
12. {
13.   println("Drawing " + frameCount);
14.   if (frameCount >= 100)
15.     exit();
16. }
17.  
18. void stop()
19. {
20.   println("In stop");
21.   super.stop();
22. }
23. public class DisposeHandler
24. {
25.   DisposeHandler(PApplet pa)
26.   {
27.     pa.registerDispose(this);
28.   }
29.  
30.   public void dispose()
31.   {
32.     println("In dispose");
33.   }
34. }

1. void shutdown() {
2.    println("shut er down");
3. }

1. void setup() {
2.   size(400, 400);
3. }
4. 
   
5. void draw() {
6. }
7. 
   
8. void exit() {
9.   println("exiting");
10.   super.exit();
11. }

1. void setup() {}
2. void draw() {}
3. void keyPressed() {
4.   if (key==ESC) {
5.     key=0;
6.     println("we do have a escape plan");
7.     exit();
8.   }
9. }

1. void setup() {
2.   size(640, 480);
3.   frame.dispose();
4.   frame.setUndecorated(true);
5. }
6. void draw() {
7. }
8. void keyPressed() {
9.   if (key==ESC) {
10.     key=0;
11.     println("we do have a escape plan");
12.     exit();
13.   }
14. }