We have discovered a pulsating DA white dwarf at the lower end of the temperature range 45 000-30 000 K where a few helium atmosphere white dwarfs are known. There are now three such pulsators known, suggesting that a new class of theoretically predicted pulsating white dwarf stars exists. We name them the hot DAV stars. From high-speed photometric observations with the ULTRACAM photometer on the 4.2-m William Herschel Telescope, we show that the hydrogen atmosphere white dwarf star WD1017-138 pulsates in at least one mode with a frequency of 1.62 mHz (a period of 624 s). The amplitude of that mode was near 1 mmag at a 10 Sigma confidence level on one night of observation and an 8.4 Sigma confidence level on a second night. The combined data have a confidence level of 11.8 Sigma. This supports the two other detections of hot DAV stars previously reported. From three Very Large Telescope Ultraviolet and Visual Echelle Spectrograph spectra we confirm also that WD1017-138 is a hydrogen atmosphere white dwarf with no trace of helium or metals with T-eff = 32 600 K, log g = 7.8 (cgs) and M = 0.55 M-circle dot. The existence of pulsations in these DA white dwarfs at the cool edge of the 45 000-30 000 K temperature range supports the thin hydrogen layer model for the deficit of helium atmosphere white dwarfs in this range. DA white dwarfs with thick hydrogen layers do not have the superadiabatic, chemically inhomogeneous (mu-gradient) zone that drives pulsation in this temperature range. The potential for higher amplitude hot DAV stars exists; their discovery would open the possibility of a direct test of the explanation for the deficit of helium atmosphere white dwarfs at these temperatures by asteroseismic probing of the atmospheric layers of the hot DAV stars. A search for pulsation in a further 22 candidates with ULTRACAM on the European Southern Observatory New Technology Telescope gave null results for pulsation at precisions in the range 0.5-3 mmag, suggesting that the pulsation amplitudes in such stars are relatively low, hence near the detection limit with the ground-based telescopes used in the survey.