I've had these types of experiences alot throughout my life. Not with my eyes shut like that, but instead I can see myself laying. The time I realized it might not be just a dream was when I looked at my phone which was on my nightstand and saw it was at 1%. When I woke up I grabbed my phone immediately and saw it was at 1% like I had seen it while on the dream/out-of-body experience. Still trying to figure it out and go about it with a scientific approach, but the experiences happen randomly so its hard to prepare a testing setup.
My family has a history of these types of dreams/out-of-body experiences except they see really scary things. Ive never seen anything scary. Although, I was told that if an entity asks to inhabit my body while in that state to refuse it at all costs. Scary stuff. Their warning tells me there's more to it than just seeing myself sleep or looking around the room trying to test it.