Some automatic transmissions will not shift into overdrive when they are cold because engine rpm will be too low for the transmission's front pump to move the thickened fluid through the cooler.
More commonly, you are likely feeling the torque converter lock up. It feels like it is shifting to a higher gear, but to prove this is what you're feeling, hold the gas pedal steady, then lightly tap the brake pedal. That is the signal for the converter to unlock. You will hear engine speed pick up and will see it on the tach, then rpm will go back down in two or three seconds. In the summer, it is common for lockup to occur within one or two miles of starting a cold engine. In the winter, my Caravan doesn't go into lockup for about seven miles.
When you start out, you should easily feel three definite upshifts since you have a four-speed transmission. If you only feel two upshifts, application of overdrive is likely being delayed because of cold temperatures. When transmission fluid is cold, it is too thick to flow freely to provide proper lubrication. Keeping engine rpm up helps the pump to move this thick fluid.
Monday, January 18th, 2010 AT 12:24 AM