In this article we present an algorithm for online detection of change points in the response of an array of metal oxide (MOX) gas sensors deployed in an open sampling system.True change points occur due to changes in the emission modality of the gas source. The main challenge for change point detection in an open sampling system is the chaotic nature of gas dispersion, which causes fluctuations in the sensor response that are not related to changes in the gas source. These fluctuations should not be considered change points in the sensor response. The presented algorithm is derived from the well known Generalized Likelihood Ratio algorithm and it is used both on the output of a single sensor as well on the output of two or more sensors on the array. The algorithm is evaluated with an experimental setup where a gas source changes in intensity, compound, or mixture ratio. The performance measures considered are the detection rate, the number of false alarms and the delay of detection.