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Does the pilot light then go out when you release the knob?
Then the thermocouple needs to be replaced. The thermocouple is the flame sensor in the pilot flame
Is that the piece where the flame comes out of?
no its the piece that is engulfed by the pilot flame when the pilot is lit. It has a heavy copper wire that is connected to the gas control valve
How hard is it to replace the thermocouple? is it something that I can buy and replace myself?
Possibly, they are available at most big box stores and any plumbing supply house. You must be sure it is positioned so only the top 1/3 of the tip is in the pilot flame and the connection at the gas valve must be tight and dry (no pipe dope) this is a very low voltage electrical connection.
Does it come with it's own copper wire?
Yes, it's all one piece. The only difference is the length of the wire. Honeywell is the best brand to get. There are basically 2 types of 'holders' at the pilot burner. One type is just a friction type and the tip just pulls out and slides back in. The other type has a small hex nut at the base that holds it in place. If you have the friction type then you may be able to just reach in and pull it out. If it is the other type you may need to pull the burner tube out that the pilot is attached to. If you do this be sure the burner is put back securely when you are done
Anything else I need to know? Could it be anything else causing this problem?
Not likely, what you describe are classic symptoms of a failed thermocouple (pretty common). It is possible that the gas valve itself is faulty but this is much less likely and much more expensive to replace. I should add that you shouldn't attempt this unless you are very confident you can handle this repair. It's a relatively inexpensive repair for a pro, probably around $100.
do you have any more questions?
Just one comment. I'm guessing the gas valve is the assembly to which the copper wire is attached and that was recently replaced. I think all attempt to remove it first and if I have no trouble taking it off, I shouldn't have any putting it back in.
If you can get it out putting it back should be pretty obvious.
Yes the gas valve is what it is attached to
I don't mind spending the $100 but my experience with repairman is that they tend to overcharge. For every honest repairman, you get 20 who overcharges.
Thanks for the advice.
If this works, then all it'll cost me is this $30.
Plus the cost of the thermocouple ~$15Please hit acceptThanks for using Just Answer
I will accept
Good night (NY- time)
Good night (I'm in NH)