Code P0171 fuel pressure pump

Using a fuel pressure gauge, attach it to the fuel rail schrader valve. Once installed, turn the key to the run position. At that point the system will pressurize. Check to confirm the pressure is within the manufacturer's specifications.

Another thought, often times a lean fuel mixture is the result of a engine vacuum leak. Check to make sure there are no disconnected, damaged, dry rotted vacuum hoses.

Thanks. Do you think that oxigen sensor it's bad?

It's possible... However, that usually isn't the cause. If you have a live data scanner, you can check the function of the sensors, but if there is no code indicating a faulty O2 sensor, chances are that isn't the problem.