Connection wasnt closed after finish transaction

[Ninh Dang]

https://github.com/sethgrid/pester/blob/master/main.go#L156

By default, the HTTP/1.1 use the persistent connection. If you create hundred of request run multi goroutine at the same time, it will lead to the 'too many open files' errors.

I tried to set Connection status in a header or close in client side. But it doesn't solve the issue.

Reference: http://craigwickesser.com/2015/01/golang-http-to-many-open-files/