In the same way that a clothespin spring forces the tip of the clothespin shut, it forces the handle end apart. This outward pressure is used to keep the wires held firmly against the battery terminals.
PVC pipe comes in different diameters. 1/2" PVC is the right size for AA batteries. 1/2" CPVC (for hot water) is the right size for AAA batteries. I haven't tried this idea with larger batteries. With bigger pipe, the clothespins would eventually be proportionally too small to work.
Step 1: CUT AND DRILL THE CLOTHESPINS
If you don't have a tiny drill, you can hammer in and remove a 3/4" finishing nail to make the holes. Sometimes the wood splits. Sometimes it doesn't. To avoid splits, you are probably better off making the holes before you cut off the extra wood.
Step 2: CUTTING THE HOLES IN THE PIPE
To make the rectangular holes, you need a hand saw and an X-Acto knife. It also helps to have a vise to hold the pipe while sawing and cutting.
Structurally, the weak points in this design are the bridges on either side of the top and bottom holes. Try to not make the holes larger than necessary, to leave as much material in the bridges as possible. Also, if you only want a holder for a particular number of batteries, eliminate the holes in the middle. That will leave the pipe stronger and save you some time.
Your clothespins may not have the same measurements mine do, so you will have to calculate your own distances between holes. Put one clothespin in hole #4. Then set the batteries next to the pipe and imagine where the other clothespin has to be to exert the correct pressure. Too far apart and there will be no pressure. Too close and the batteries will not fit. Both clothespins have play. I had to open both clothespins to get the batteries loaded. Once loaded they are firmly held.
Remember that the small bottom hole at #4 is turned around from the others. Holes 1, 2, and 3 give you options for moving the second clothespin, thereby accommodating different numbers of batteries. One clothespin always goes in hole #4.
Step 3: ATTACH THE WIRES TO THE CLOTHESPINS
To reassemble the clothespin, it is easiest to start by lifting the spring a little with your fingernail. Slip the wedged end of the clothespin under the spring and push until the parts snap together.
Step 4: LOADING THE BATTERIES
I tilted the holder vertically, so gravity helped. Squeezing the bottom clothespin let the batteries fall a little farther, allowing the second clothespin to be inserted over top of them. Note how both clothespins in the picture are forced open by the pressure. This is the kind of tight fit you want. It applies maximum pressure to the batteries.
Step 5: TESTING THE CIRCUIT
If your wires do not make good contact with the battery terminals, you can get some vertical adjustment of the pins by rounding off the square ends inside the pipe. That will let the clothespins and the wires drop down a little.