Lack of Combustible Air. Another reason your gas water heater pilot light won’t stay lit could be due to not having enough combustible air. Your water heater requires air to keep the pilot light burning. Otherwise, the flame goes out.

What do you do if your hot water heater pilot light won’t stay lit?

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Quote from Youtube video: I don't advise using a torch to do this but this is all I have at the moment so once you hold the tube down well first of all we turn this on. -. So I'll turn the gas on.

What does a hot water heater thermocouple look like?

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Quote from Youtube video: And will ignite the main burner whenever heat is needed next to the pilot is the thermocouple which generates a small electrical current when heated by the pilot flame.