New Zealand captain Brendon McCullum is skittled by Steven Finn in the first over of the fifth one-day international in Durham. McCullum is keeping mum on his ODI future after New Zealand's 3-2 series loss.

Captain Brendon McCullum did little to douse speculation he could call time on his one-day international cricket career after New Zealand's agonising defeat to England in the series decider.

McCullum admitted his Black Caps blew a chance to win their fourth successive ODI series in England, as late call-up Jonny Bairstow survived two dropped catches to help snatch a three-wicket victory in game five with an unbeaten 80 off 63 balls in Durham.

New Zealand played some outstanding cricket on tour but will look back on opportunities missed after they drew the test series 1-1, and had the ODIs at their mercy before losing 3-2 in a remarkable runfest.

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The teams reconvene for one Twenty20 international in Manchester on Wednesday (5.30am NZ time) as speculation will grow about McCullum's playing future.

McCullum wouldn't give a definitive statement when asked if this was his 254th and final ODI, after the dizzy heights of the Black Caps' run to the World Cup final.

"I don't know. We'll wait and see. We'll let the dust settle on this. It's been a great year, an incredible summer for us. We've scaled some heights that hadn't been done before from our country. We've achieved some really special things and built a real soul about how we want to play the game," McCullum said.

"I've been lucky enough to lead and assist guys and give them the freedom to play that style of cricket. I've enjoyed the last two years. The body's a bit sore at the moment but we'll see what happens."

It wouldn't surprise if McCullum, 33, retired from limited-overs internationals, thereby missing the tours of Zimbabwe and South Africa in August, to refresh for the big three-test series in Australia in November. He must be exhausted, mentally and physically, and admitted he was one of the Black Caps' senior players who "wasn't quite there" in the ODI series as he averaged 20.2 in the five matches.

McCullum looked annoyed on the field as England chased down their target of 192 off 26 overs with a full over to spare, but he was more forgiving of his charges later.

"We had our chances. We didn't take them and hence we ran second in the race," he said.

"We started brilliantly; Mitch Santner in particular was very impressive and the other guys were pretty good in their first spells. One more wicket and we would have won the game comfortably. Credit to England as well, when you come in at 50-5 and you have to score at eight or nine an over for that long, it's not easy but they held their nerve as they have throughout the series."

Santner had a rollercoaster day, snaring England's three best batsmen in his 3-31 opening the bowling, before dropping the crucial catch offered by Bairstow on 56.

McCullum hailed Santner and Ben Wheeler as excellent finds, while fast bowler Andrew Mathieson became the Black Caps' third debutant to provide some extra punch. He replaced Mitchell McClenaghan who was down on pace and struggling, McCullum said.

"We've got to make sure that as we develop as a team, that we're actually improving, This series we've been OK, pretty good in parts. Kane [Williamson] and Ross [Taylor] have been outstanding with the bat, but as a whole we weren't quite there and some key players, myself included, who weren't quite where we needed to be to continue that momentum from the World Cup."