Thank you for replying to my post. I have not taped any openings recently. Our house was built in 1906 and has old windows so I don't think it is too tight. Our furnace was installed with a cold air intake pipe. The smell is raw natural gas, not exhaust. I was wondering if the automatic fuel shut-off valve could be slow to close or leaking after the combustion cycle was done. The smell eventually dissipates until the next heating cycle is done. Could the valve be heat-sensitive so that when it cools off it closes completely? I hope this additional information is helpful. Thanks.