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There's your problem. At least from the limited info you've provided. Depending on the size of the smoker, weather conditions, temp you're running the smoker and many other factors, it could really be any number of things.
Try a good natural briquette, like Stubbs or Trader Joe's. It'll give you good heat and last 2-3 times as long as lump.
I didn't even know there was all natural briquettes! Are they really all natural though? I've been avoiding briquettes because of how much chemicals there are.