I used the following:
import matplotlib.pyplot as plt
p1 = plt.plot(dates, temp, 'r-', label="Temperature (celsius)")
p2 = plt.plot(dates, psal, 'b-', label="Salinity (psu)")
plt.legend(loc='upper center', numpoints=1, bbox_to_anchor=(0.5, -0.05), ncol=2, fancybox=True, shadow=True)
plt.savefig('data.png')
plt.show()
f.close()
plt.close()
I found very important to use plt.show after saving the figure, otherwise it won't work.figure exported in png