I have copd, was put on oxygen due to a bad cold and low oxygen levels. why am i short of breath while on this oxygen? it's set at 2.

Several Factors: Your shortness of breath can be due to inadequate oxygen getting into your blood. This is a function of gas exchange. It might be manageable by increasing your oxygen, but you should check with your doctor first. Sometimes increasing the oxygen can actually make you breathe in and out less, resulting in the retention of carbon dioxide - which is bad. Good luck and feel free to ask more.

Copd: Most likely because 2 is not enough. But be cautious because with COPD the sensors in the body no longer work properly and sometimes they mistakenly measure only oxygen and if the oxygen in the body goes up then it can drive down your breathing drive.