1997 740il battery draining

My battery is draining I can'y find any lights that are on incuding the trunk lights. The gear shift light stays on is this normal?

First, disconnect negative battrery cable and place muti meter (set at milliamp) leads between cable and negative post, I would expect you would see a reading greater than 100 ma. Then, start pulling and replacing fuses until you see the gauge drop to around 50 ma and ypou have your culprit.

The transmission selector light does stay on for a period after you shut her down, sneak out and take a peek after about 15 minutes after shut down, and see if the light is still on.