To be 100% technically accurate, this only works on so-called "right handed" threads. Things that have "left handed" threads tighten when rotated counterclockwise and loosen when rotated clockwise.

Some liquid propane tank connectors have left handed threads. Screws, bolts, allthread and nuts can also usually be found in left handed versions. Unless you're a steam fitter, prolly 95% of all the threaded things out there you may have to screw with have "right hand"ed threads. i still use this mnemonic when screwing things together

danke, hodgepodge, for the clarification on the reasoning behind lh threads on gas connectors.