The process for forming closed cell expanded low density polyethylene foam includes the steps of: providing a mixture including low density polyethylene pellets and an effective amount of hydrocarbon scavenger additives or degassing agents, such as glycerides; adding a primary blowing agent comprising one of liquid propane, liquid butane, and combinations thereof, to the mixture and gasifying the blowing agent to expand the low density polyethylene; forming the expanded low density polyethylene into sheets, curing the expanded low density polyethylene until 80%, generally at least 99%, of the primary blowing agent is dissipated from cells within the expanded low density polyethylene forming evacuated closed cell low density polyethylene sheets.