NatGas futures are the best way to avoid K-1's for ETFs ..... the futures also provide much more flexibility in terms of choice of expiration month and options at a full range of strike prices ..... another advantage is that gains are reported as 60% long term, 40% short term regardless of the holding period.
I've done very well this year by writing naked calls and straddles on NG futures .... the premiums are very hefty.
BOIL, KOLD, NG
Futures can be traded at Schwab, Ameritrade, IB and many other brokers, but you need account approval which is simple to get. Futures trading is also easy to understand. Mini futures are also available for NG if you don't want a full contract.