It's NAD+ because if you look at the electron transport chain, NADH delivers its electron to protein 1 (which causes NADH to turn to NAD+) and eventually those electrons move through multiple proteins to finally be accepted by Oxygen. If there's isn't oxygen, NADH won't be able to deliver electrons since those electrons wont end up anywhere. Which means NADH won't be oxidized (lose electrons) to turn into NAD+. NAD+ is necessary in citric acid cycle since it is reduced to turn into NADH.
