This may be caused by the gas valve, the natural gas supply, or-more likely-the thermocouple, a part that's located next to the pilot light. The following training video for water heater service ...

Lead Free Brass- Meets all federal & state standards for lead levels in drinking water system components 3/4-Inch IPS Isolator Tankless Water Heater Service Valves 500WOG, colored valve handles ...