Oil pressure gauge

Speaking of oil pressure gauges. Mine doesn't work. When you turn the key all the way, but don't start, you can see the red light on the gauge , underneath the 0. When you turn it on, light goes off, but needle doesn' move a millimeter. What goes bad? The gauge itself  or something else? T

 

THKS Dale for all the input. Do we have the same engine??

I would start by looking at the sending unit from the engine.  The light is separate from the gauge needle your talking about.  The sending unit is near the oil filter housing.