Can one turn off a stove on Shabbat? I recently heard that Rav Tendler does in fact hold this and it was followed in the home of Rav Feinstein. The reasoning had something to do with gas being made up of seperate molocules. However, this does not seem to be followed by any other Rabbi.
See Igros Moshe OH 1:128 (last paragraph) where R. Moshe refuses to answer regarding the permissibility to turn off the gas on yom tov.
It would also seem to me that WAF's remark is correct and it must have been Yom Tov. If I am understanding the molecule aspect of the explanation correctly - it would seem that it's being distinguished from a solid stick of wood where it can only be taken in and out of a fire as a whole unit. Therefore, it would seem that the gas would still parallel a liquid.
In the Mishna Shabbat (Perek 2:4) we see that one is forbidden to pierce an egg-shell and fill it with oil so that it may drip and sustain a flame. The reasoning for this is understood to be that someone might come to remove some oil from the egg shell and cause the flame to burn out sooner.
If gas is a parallel to the liquid case in the Mishna then it would seem, that reducing the supply of gas by closing the valve and having the flame extinguish when the current supply of gas is burned through would be forbidden by the same logic.