It's thermostat - here's a video about changing them on a john Deere - your New Holland will probably be similar.
https://www.youtube.com/watch?v=fwYUzHlFx2w
https://www.reliableaftermarketparts.com/p-37974-thermostat.aspx
https://www.youtube.com/watch?v=yu8nWprsYPI
Good luck...
February 2015