When you drive your Jeep, the Electronic Control Module (ECU) has TWO modes that it operates in. Open Loop and Closed loop. The Jeep starts up in OPEN LOOP and does NOT use the O2 sensor data when its cold and stays there until it warms up. For most cars, thats around 160 Deg. It also goes into open loop when you mash the accelerator pedal more than a specific percent. I think its 65% and or if the MAP signal goes very low (under high Load conditions). When your in open loop/ power enrichment mode, fuel efficiency is not at its best.
Once the engine is at operating temp and your at the proper part throttle, you use the O2 sensor data to control the AIR FUEL RATIO. The PCM uses the O2 sensor data to try to maintain an AFR of 14.7:1 Thats where the best fuel efficiency takes place.
Long Story short,, Try to keep your foot out of the throttle, take off slow and steady and try to minimize high load conditions (high speeds, heavy loads and high wind conditions)
Takes some accurate MPG calculations and see what you actually getting for fuel mileage.
If you want to scrimp on fuel, start coasting down hills, anticipating when traffic slows down and remove you foot from the accelerator so you don't have to use the brakes as much. Stat off slow and easy and stay out of open loop/power enrichment as much as possible.