Yes code prints pump off but pump isn't actually off.
The link you provided for the relay said it was HIGH level trigger
Are you sure the relay you have is HIGH level trigger?
What do you mean, the relay stays energised, or does not energise and de-energise as pulse by your code?
Please post your test code.
Can you please post a copy of your circuit, a picture of a hand drawn circuit in jpg, png?
Hand drawn and photographed is perfectly acceptable.
Please include ALL hardware, power supplies, component names and pin labels.
Do you have a DMM? Digital MultiMeter?
Tom.... 
If you disconnect the wire to the relay IN pin, does the pump go OFF?
Yes pump goes off when i take off in pin
You may have damaged that ESP pin when you had the LED connected.
Try a different pin. Any pin between 16 and 33 inclusive.
If it's not exactly that one you may still have problems
Please don't ignore the advice being given here
For instance
The results will help in giving you advice as to what the problem might be
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Disconnect the IN wire from Esp Gpio and connect it to GND.
Does it trigger the relay?
If yes, you have active LOW relay and you need transistor to drive it correctly.
Or another type of relay module. Or 5V arduino.