The reason there was no bulb was because it was removed during the first 30,000 mile service per shop manual. Federal law at the time required that the owner be signaled and the oxygen sensor be replaced at 30,000 miles. Once this was done the workshop manual instructs the mechanic to remove the bulb. So just take it back out unless you have become attached to the glow or are looking for a conversation starter when you have passengers.

Peter

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Auto Zentral Ltd.