2002 Volvo S60 P0037 DTC code

I am not sure where your from but the S60 comes with an inline 5 engine and not a 6 cylinder? To fault trace if it is sensor 2 then you need to check the oxgen sensor in backof he catalytic converter.

Check the resistance of the heated oxygen sensor (HO2S) between terminals #1 and #2.

Check the signal cable between heated oxygen sensor (HO2S) terminal #2 and control module terminal #A6 (#A6). Check for a short-circuit to ground.

If you have no resistance at all between #1 and #2 terminals on the sensor itself then the heating element insdie the sensor has gone open circuited so you will need to replace the sensor.