To loosen CLOCK-WISE, to the RIGHT, just like tightening a normal screw. Old bear is wrong, maybe didn't see you were trying to loosen it.
I have seen these so tight I had to clamp the extractor rod in my lathe chuck and grasp the cylinder with a piece of heavy leather and channel-lock pliers to remove the cylinder from the extractor rod. All an extractor rod wrench would do is slip and scar the extractor rod. I have no idea how anyone got it so tight as there was not any Loc-Tite on the threads, and there was no rust!