overheating?

I have a 96 cavalier. The gauge is saying it is overheating but it is not looseing water or smokeing. The radiator is not hot, the fan is kicking in. There isnt water in the oil. It has really good heat. Could it be the gauge and where is it located on the vehicle. If not the gauge what else could be causeing it to "overheat."
I appreciate the help. Please what could this be?

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