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At least 40 of the Diagnostic Trouble Codes which can cause your Check Engine Light (CEL), officially called a Malfunction Indicator Lamp (MIL) to come on are associated with the Oxygen Sensors. Some of the most common are:
P0138 P0139 - O2 Sensor Circuit High Voltage
P0143 P0144 - O2 Sensor Circuit Low Voltage
P0420 P0422 Catalyst System Efficiency Below Threshold

The Engine Control Module (ECM), a computer that monitors engine functions and adjusts things like fuel mixture in the Electronic Fuel Injection (EFI) unit, uses input from the O2 sensors to determine things like fuel burning efficient and the functioning of the catalytic converter. The proper air/fuel ratio (aka lambda) is 14.7:1. Lambda is the Greek character used to designate that perfect stoichiometric ratio.

The Bank 1 sensor will always be on the same side of a V6 or V8 engine as cylinder number one.

4 cylinder engines, straight 6's and some V-6 engines have only one catalytic converter.

There may be benefits to replacing the O2 sensor periodically for preventative maintenance. Replacing an aging O2 sensor that has become sluggish can restore peak fuel efficiency, minimize exhaust emissions and prolong the life of the converter.

Unheated 1 or 2 wire wire O2 sensors on 1976 through early 1990s vehicles can be replaced every 30,000 to 50,000 miles. Heated 3 and 4-wire O2 sensors on mid-1980s through mid-1990s applications can be changed every 60,000 miles. On OBD II equipped vehicles (1996 & up), a replacement interval of 100,000 miles can be recommended.

The sensor will come out easier if the engine is slightly warm but not hot to the touch. Place the socket over the sensor and turn counterclockwise to loosen it. If it is frozen, apply penetrating oil and heat around the base of the sensor.

Sometimes they are hard to reach with a wrench and you need a special tool, which has a gap to fit around the wires.
They are frequently corroded and rusted so difficult to get out.
I'd recommend getting an auto repair shop to do it. Links:
Heated Oxygen Sensor Wrench
Oxygen Sensors: How to Diagnose and Replace at AA1CAR.COM
HO2S Monitor
Replace Oxygen Sensor - O2 Sensor Circuit Replacement - Popular Mechanics

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last updated 12 Aug 2010