He hit six in the opening nine games of the season for the Conference South club, scoring eight seconds into his debut in the 4-2 win against Swansea - he went on to net a hat-trick in that match.
United have contacted Athletic about a move, but have not lodged a firm bid - leaving them firm outsiders for his signature.
Several scouts watched his performance in last week's game against United at Glanford Park, with QPR, Colchester and Doncaster all linked with a move for the player.
But Southend, where he is currently on loan, have declared themselves confident of securing his signing.
Boss Steve Tilson said: "Fredy has another couple of games to play and in that time we are going to put a deal to Fredy to sign him.
"We are close to securing a deal with Grays so now it is just a case of getting an agreement with Fredy.
"Grays have been pretty good, they've raised the money from what we were first told, but they haven't gone silly - if we'd been in their position we'd probably have done the same. He has come in and done well but we aren't talking ridiculous amounts, the deal is done with Grays and now we have to come to an arrangement with Fredy.
"We've seen the best of Fredy in the last two or three games. His one fault is his workrate can slip sometimes. But goalscorers aren't about and Fredy can score goals so he will become a major asset for us.
"Fredy is one that he could be sold on if he continues to do well. But hopefully he will stay with us and go on up the Leagues rather than having to sell him."