Any refund you have coming will be computed on your tax return. The fact that you have zero withheld for federal means you will probably not see any refund, but will end up owing taxes on the tax return.
You need to go to your employer and ask to complete a new W-4 and make sure you've chosen the correct number of allowances. If you are single with no dependents, you shouldn't be claiming more than 1 allowance if you want to receive a refund at the end of the year.
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