Find The Closest Number To Numbers Given In A List ~ Python

How would you find the closest number in comparison to numbers given in a list?

This is what I have tried so far, but it has been unsuccessful:

setted_list = [2, 9, 6, 20, 15]
value_chosen = 17

while True:
    final_value = setted_list[0]
    if setted_list[1] - value_chosen < setted_list[0] - value_chosen:
        final_value = setted_list[1]
    if setted_list[2] - value_chosen < setted_list[1] - value_chosen:
        final_value = setted_list[2]
    if setted_list[3] - value_chosen < setted_list[2] - value_chosen:
        final_value = setted_list[3]
    if setted_list[4] - value_chosen < setted_list[3] - value_chosen:
        final_value = setted_list[4]
print(final_value)

My output is always what is inside the value of setted_list[2]. Where have I gone wrong in my algorithm?