What viscosity oil do you have in your car? If you're in that cold of a climate, it might be that your oil is too thick, especially before it warms up. This would cause your engine to use more gas just to move the pistons up and down, robbing you of power and reducing your fuel efficiency. Most motor oil will work at protecting the engine in both the summer and winter, but that doesn't mean it works equally well in both seasons.
You might want to check your owners manual for the factory recommendations in your current climate conditions. If you're currently running a 10W-40 or so, you might want to consider going to a 5W-30 or even lower. But as I said, check your owners manual to see what it recommends.
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