What is the best spline method I can use to obtain a closed curve for the following data?
Note that I will need to obtain the derivative as in every point there will be a vector that is perpendicular to the contour curve (the shape does not have to be a "circle like" as the example, but can be any closed shape).

You can construct a closed b-spline curve, as described here.
I don't know if this is the "best" method -- only you can decide what you mean by "best".
If you know the curve normal at each point, then the problem is simpler, but I can't tell whether this is the case, based on the wording of your question.