If it's the kind with an o-ring on it the old o-ring is probably what's sticking. I can't see a pic but if the counter-clockwise doesn't get you out you can try banging down on one end hoping the other end will rotate up, then you can pull it with pliers.
When you get your new cap you'll see if you got all the thread out, for example, and if you have an o-ring style.