I'm not sure at what version ClosedXML implemented Pivot Tables, but as of at least v0.70 they have been implemented. An example can be found in the ClosedXML Documentation. Below is an C# example I'm using in my own project.
IXLWorksheet xlPvSheet = xlBook.Worksheets.Add("Pivot");
IXLPivotTable xlPvTable = xlPvSheet.PivotTables.AddNew("PivotTable", xlPvSheet.Cell(1,1), xlForecastSheet.Range(1, 1, r, 11));
xlPvTable.RowLabels.Add("Box Type");
xlPvTable.RowLabels.Add("Box Color");
xlPvTable.ColumnLabels.Add("Request Date");
xlPvTable.Values.Add("Total Boxes");