This study examines the optimization of sub-interval selection in closed Newton-Cotes quadrature methods (trapezoidal, Simpson's 1/3, and 3/8 rules) for more accurate integral approximations. Results using Mathematica software indicate that Simpson’s 1/3 and 3/8 rules consistently outperform the trapezoidal rule in both convergence and accuracy across various functions, with Simpson’s 3/8 rule proving more robust at higher tolerance levels. The paper recommends further research into error analysis and higher-dimensional integrals to enhance understanding of these methods' robustness.