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Exhaust of an engine is a gas.
Black smoke is caused by the engine ~not~ burning all of its fuel. The most common cause of incomplete fuel burn is a clogged air filter, exhaust system (muffler) or injectors covered with carbon build-up. Another cause is too much fuel entering the engine to be burned due to either bad calibration or too heavy a load.
black exhaust indicates too much fuel or insufficient air in the mixture. It may be a leaking or sticking injector, a blocked air filter or a sensor may not be functioning properly and the computer is sending more fuel to the engine to compensate.
Its a long shot but... If you have a leak in the exhaust before the oxygen sensors, the sensors will think the engine is running lean. The computer will compensate (from incorrect input data) by increasing fuel delivery, causing the air/fuel mixture to go rich. If the engine runs super rich the exhaust will be black, and very noticable when you accelerate.
Could be EGR Valve.
Exhaust leaks close to the engine.
It would be unburnt fuel
What can cause black sooty exhaust is bad valve guides. When the guides are bad oil leaks into the cylinder when the car isn't running. When the car starts it produces black exhaust.
Yes, a prolonged exhaust leak will eventually cause problems with your cylinder head. The leaking exhaust is very hot and you can cause small cracks in the head if you don't repair the problem promptly. If you can hear the exhaust leaking, it may already be too late! Get it checked out soon!
White smoke means water, blue/black smoke means oil, black smoke can also mean the fuel mixture is too rich.
It could.
Moisture in the exhaust, or a cold running engine.