Is there some way to close all app open in just one time?

In one fell swoop? No. You can close them all by raising the Dock from the Home screen (press Home button once), revealing all open apps, tapping and holding an app's icon until they all jiggle, then tap the X that appears on each icon.

Other than restore as new, nope.

Why do you want to do that in the first place?

i had some apps running in the background which ate up 90% of my months data applications in 3 days.. why dont these apps have EXIT options like i had in my blackberry.

its a pain to 'home' button an app and then hold it down till it wiggles.. and then press the red x...

silly silly silly and a waste of time

The vast majority of those apps are not "running". Very few apps actually run in tha background, i.e. multitask. What you're seeing in that list are recently used apps. Read through this... http://speirs.org/blog/2012/1/2/misconceptions-about-ios-multitasking.html

I would also like such a feature. It is so bad to have to close each app one after the other. I have read the majority of apps do not run and that are just shortcuts, but keeping all these shortcuts in the bar, just make the word shortcut not accurate anymore!

It would be so much better to be able to choose if the home button close the app or let it run in the background for each app, and if the shortcut will appear or not...