Does that remain true for both O2 or Nitrogen? My tires have Nitro in them - which I was told was inert and didn't expand or contract to the same "degree" as air. They said I would get better gas mileage. After a few months - I really do not see an improvement in mileage.
Nitrogen may be a little less sensitive, but not really significant when it comes to temperature changes. The big claimed advantage is that it doesn't permeate through the rubber as fast and won't lose as much pressure over time. It also has a big advantage of not containing moisture, which can degrade tire materials. The fuel mileage is from maintaining pressure over two to three months, thus keeping rolling resistance down. I you air up your tires once a month or after major temperature changes, the only real advantage for nitrogen is the lack of mosture.
Here are the claims. If you read carefully you'll see what I mean.
http://www.citytireservice.com/nitrogen.htm