My job says they have a new w4 and i file head of house hold with 1 dependent and they aren’t taking out any federal taxes.

It might, depending on how much you received in wages with no taxes being withheld. 

To fix this, I strongly recommend that you use the IRS withholding calculator here. 

What you claim at work for withholding doesn't have to match what you actually file on your tax return.  Like Married, Single or Head of Household and how many dependents.  That's just to tell your employer how much withholding to take out.  Like I'm married but claim Single to have more taken out of my Checks.

if you file single with "0" you will withhold a lot.

That could be an issue if you are on a budget.