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I tried to close off the water valve (a multi-twist globe-valve) leading to my back-yard water supply (the shutoff valve is inside the house) but it will not twist fully shut. Is it safe to give the screw a shot of WD-40 to loosen up the valve? Will that help?

Note: the valve is not leaking so I don't want to replace it. I am just trying to shut off the water supply for the winter.

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The valve is leaking; just not externally, replace it. You might want to consider replacing it with a ball valve, they turn on/off with only a quarter turn, and they are less likely to become stuck open/closed. –  Tester101 Nov 7 '11 at 13:02

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Any valve that refuses to fully shut off won't be improved by tightening the handle further.

The usual problem with a Globe Valve is that the rubber valve seal has aged and cracked, needing replacement. This means you have to shut the water off upstream of the valve and remove the body cartridge so the rubber seal can be changed out.

Globe Valve

Some valves have a globe shape, but get misidentified by that shape because they actually are Gate Valves which have a vertical wedge shaped metal gate that gets pushed down into a tapered slot. These fail because sediment accumulates in the slot on the downwards side and the gate no longer can be pushed fully home so the taper seals. This requires the water to be turned off upstream so you can take the top off the valve, extract the gate and grub the sediment out using a piece of welding rod so it will flush out when you reassemble the valve.

I've gone over to using quarter turn ball valves when I have to go to this much trouble. They are better than Globe Valves because the opening is the same size as the inner diameter of the pipe when the valve is full open, the water doesn't have to turn 90 degrees to flow through a restriction as it does in a Globe valve and while the gate valve has the same lack of restriction as the ball, the ball valve has no slot for rust, sand and sediment to accumulate in while it spends most its life wide open.

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I agree with the spirit of Fiasco Labs' answer. But the truth is that if a valve is almost off (just a few drips) then careful "snugging" via a pair of channel-locks is the first thing your plumber would try. And it'll work... 61.4 percent of the time.
Ok, it's not that scientific. But in my experience it'll work slightly more often than not.

But if a good snugging doesn't help, then give up. Don't go for herculean twisting. That's when you make a bad situation worse.

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a bad situation worse Been there, watched that happen, got sucked into the cleanup. The old Army Field Engineer rule "If it ain't broke, force it, if it breaks, it needed fixing anyway" is a cruel teacher. –  Fiasco Labs Aug 13 '12 at 16:42

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