2007 cobalt automatic 4-door

the little light that that lights up to show what gear you are in does not work.

i have removed old bulb and replaced with #37 sylvannia mini bulb and still doesn't work.

i borrowed a voltage meter and if I'm using it correctly it appears as though there is continuity but no voltage to it.

im no electrician but I checked some other sources in car and got a reading of 14volts.

at any rate, I am totally lost as to what the next step is. Is there a fuse and or relay?? And if so, pleeeease tell me where because I cannot find it in the book or online anywhere