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There are 4 oxygen sensors ion your 4.0L There are two upstream sensors and two down stream sensors. If you look in the engine compartment at the exhaust manifolds, Right after the manifolds end and the downpipes start, You will see the oxygen sensors. These are the two upstream, One on each side. Then after the catalytic convertors on each side you will see both the down stream sensors. The sensors ahve either a blue or green connector.
This picture describes the two upstream sensors. To replace the downstream you will need to get under the truck.