hmmm, my steering wheel was doing the same thing until I replaced tires. I had a similar problem waaaay before on another car. turned out it was low tire pressure.

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1985 190D 2.2l Sold-to Brother-in-law
1996 Mustang 3.8l -"thinks it's a sports car"
1988 Grand Wagoneer - Sold (good home)
1995 Grand Cherokee Ltd -"What was I thinking??!!"