Model number bfg1f4040s3nohv

Noticed I had no hot water.
Backround (this has happened once before 4-5 months ago, I followed the direction re lit the pilot and everything has been working fine. Also last time I had to turn the lights off and could barely see the pilot light)

This time I did followed the same procedure and my pilot light is about an inch high and I can even see it with lights off after releasing the reset button it goes out immediately.

I have checked the thermocouple and it reads 0.022 volts.
Question
Why is my pilot light not staying light?
Thanks

You should get between 25-30 millivolts and you are getting 22. That's borderline, but too low for an open circuit reading. I would say that you need a new thermocouple kit installed, and make sure you have a flame only on the 3/8" part of tip and no more. Here is a document: https://dl.dropboxusercontent.com/u/8010163/ControlTips-ThermocouplesandPilots.pdf