The long-time near-conservation of the total and oscillatory energies of numerical integrators for Hamiltonian systems with highly oscillatory solutions is studied in this paper. The numerical methods considered are second-order symmetric trigonometric integrators and the Störmer-Verlet method. Previously obtained results for systems with a single high frequency are extended to the multi-frequency case, and new insight into the long-time behaviour of numerical solutions is gained for resonant frequencies. The results are obtained using modulated multi-frequency Fourier expansions and the Hamiltonian-like structure of the modulation system. A brief discussion of conservation properties in the continuous problem is also included.