Every oil furnace has supply vents that bring air into the combustion chamber. Your Coleman oil furnace burns a mist of oil to produce its heat. But all fire needs oxygen, so the furnace needs to take in outdoor air. This supply vent brings air only into the combustion chamber. It is not connected with other parts of the furnace and is vital to efficient furnace operation.
The blower system is designed to bring air into the furnace to heat it up. In this case, the blower air is somewhat opposite the supply vent air. It cannot enter the combustion chamber and only stays in the furnace a brief time before being cycled back through the ductwork to help warm the house. The blower fan moves this air, which comes from within your house and goes back into your house.
If your Coleman oil furnace is working correctly, it will cycle warm air without losing much of the heat. But vents can leak air if they are not properly installed. Loose ductwork, improperly installed registers and corrosion or cracks can allow cold air to enter, siphoning away the warm air the furnace has created and lowering the efficiency of your heating system.
The heat exchanger is the metal component between the air flow and the combustion chamber in your Coleman furnace. When working correctly, it transfers heat without allowing air to escape in either direction. But sometimes heat exchanger can break or crack. This results in an air leak that can move exhaust fumes into your ductwork. You must replace the heat exchanger to solve this serious problem.