"Straight" guy and "closet" gay guy

I'm a closet gay guy and I recently met this guy (let's call him X) and he was one of the new team leaders that is in charge of us (a group of 12 guys). He seems to be interested in me. I don't know what's he's thinking but he will always ask me to work out with him and I will always decline him. I know he isn't attached but I don't know about his sexuality and I don't intend to ask him or find out because I do not have any intention of coming out or dating anyone anytime soon. During team building activities, he will put his arm over my shoulders or use his hand and place it on my head (he's taller than me). Moreover, whenever there's a group discussion, X will tend to jokingly aim at me. During one of the trainings, coach asked me a question and I totally forgot about the answer. I just randomly gave an answer which I'm sure was wrong and X started laughing like crazy. The other guys started to tease me by saying X is my "big brother" because X will only do whatever I mention above to me and not to the other guys. I'm so confused because I don't know about his intentions and I'm afraid to ask him directly. Anyone here got any advice?