If any of your tree leaves or shrubs turn yellow before frost, it means they need iron. There is an excellent product on the market called Ironite. Pour this product around the base of your tree or shrub and water. We used this on our cottonwood trees, their leaves turned the darkest shade of green within a week or so.
I don't know about cotton wood trees but lemon trees may have yellowed leaves when they are short of nitrogen, (they are gross feeders), so although this may be the case for this contributor I don't think this is a hard and fast rule for all plants.
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