1999 Ford Explorer runs cold during colder months.

I own a 1999 Ford Explorer with the 4.0L 6 cylinder engine. The problem I am having is that when the temperature outside drops the truck never warms up. The needle stays below the cold line (below the lowest part of the normal operating range and frequently below the line next to cold). I do get heat within a normal amount of time (not the hottest in the world but sufficient to keep us toasty during really cold days) but the gauge keeps reading low. I can be driving for hours and it still reads cold. During warmer months the truck runs at the proper temperature and the needle is dead center in the normal operating range. Also, I sat in the driveway the other day and idled the truck at about 2000 RPM's for about 20 minutes to get the temperature to at least enter the lowest portion of the normal operating range but as soon as I turned on the heat the needle started dropping like a balloon loosing air and within about a minute at the most it was right back to below the normal range and was back below the line next to cold. Recently the check engine light has come on and when I connected my OBD II diagnostic tool it came back that the fuel was running in closed loop mode due to insufficient coolant temperature. Although I was having this problem prior it is worth noting that I recently had the coolant changed as the vehicle has 92,000 miles on it and it was getting close to the recommend interval in the owners manual. I originally thought perhaps the thermostat was the culprit but then I got to thinking that it should still warm up eventually just perhaps a lot longer. Am I wrong on that point? The truck is otherwise running fine and has no other symptoms or derivability issues. Any help would be greatly appreciated.
Sincerely,
Confused in Mastic