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Q: i need to replace my oxygen sensor on 2001 Cadillac Catera

where on this engine is the oxygen sensor.
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Oxygen sensors do not sit in the engine. They are commonly in the exhaust manifold or system both before the catalytic converter, and after the catalytic converter. There will be more than one. You should know which sensor needs replacement and why. For these emissions systems jobs, it's typically a good idea to get the help of an experienced diagnostic technician. If you aren't fixing the right problem, you will probably just burn out that new oxygen sensor.
the o2 sensors are not on the engine. they are located on the front part of the exhaust pipes, and also there are two on each side making a total of 4 o2 sensors. you will need to take to a mechanic to get them off, unless you have the proper tools for them...
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