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DNA is a polymer made up of repeated units, nucleotides, comprising three components: 
a sugar (2'-deoxyribose), phosphate and one of four heretocyclic bases
The bases are: 

adenine (A), thymine (T), guanine (G), cytosine (C)

The term nucleoside stands for base + sugar (without phosphate). 
The names of the nucleosides are: 

adenosine (A), thymidine (T), guanosine (G), cytidine (C)

or more precisely deoxyadenosine, ..... 
Individual nucleotides (not in DNA) are often called deoxyadenosine-5'-phosphate, for example, or like the well-known dATP deoxyadenosine-5'-triphosphate. 
A terminology of nucleotides as parts of DNA is deoxythymidylate, ...... . 
However, it is common practice to adopt the nucleoside names given above for the nucleotides as well. This is done, for example, in the Protein Data Bank format description (PDF format).