Should I cancel my direct debit with my old supplier?

You shouldn’t cancel this just yet, as your direct debit should be cancelled automatically once your final bill has been settled.

Your previous supplier will send you a final bill within six weeks of your switch.

It is also recommended giving your new suppliers a meter reading once the switch has been completed. 
Unfortunately, we aren’t able to submit meter readings on your behalf. You must submit these directly to your supplier so they may bill you accurately. You can submit your readings to the supplier via phone, email or their online account. 
The usual process is that you would give your new suppliers a meter reading, and they would pass this to your old suppliers. Your old suppliers would then use this meter reading to close your account.
Once the final bill has been issued, your previous supplier will refund any credit you have built up using your direct debit payment method, and they will then automatically cancel your direct debit.
If you want to cancel your direct debit with your current supplier as a precaution, this is perfectly fine. Please bear in mind you might have to make a payment based on your final bill at a later date.
You are also able to discuss the payment date for the final bill with your current supplier.