Records have tumbled for the hottest January day in several NSW towns as the state endures day two of a severe heatwave.

Key points: The towns of Yanco, Broken Hill and Ivanhoe recorded their hottest January day

The towns of Yanco, Broken Hill and Ivanhoe recorded their hottest January day Relief isn't expected until Saturday when a cold front is forecast to arrive

Relief isn't expected until Saturday when a cold front is forecast to arrive Ozone can trigger a variety of health problems including chest pain and coughing

As the state continued to swelter, health authorities issued a high-ozone warning for Western Sydney and forecasters warned there was unlikely to be significant reprieve from the temperatures until the weekend.

The Bureau of Meteorology's (BOM) manager of weather services for NSW/ACT, Jane Golding, said the average temperature for locations west of the divide was 42 degrees Celsius.

"The last event we can say was comparable in intensity — the temperature and the length of how hot it is — was back in 1939," she said.

The sea breeze closer to the coast helped keep temperatures lower, but several towns suffered through their hottest January day on record.

Yanco, in the far west, reached 45.1C, while Broken Hill reached 45.4C and Ivanhoe reached 46.8C.

Ms Golding said the heat was being caused by a low-pressure trough over NSW, along with a strong, high-pressure ridge in the Tasman Sea.

"It's not allowing any of the cold fronts to come through NSW and bring reprieve," she said.

But relief should finally arrive on Saturday.

Ozone warning issued

NSW Health said ozone levels were likely to rise this afternoon due to a combination of heat and sunlight.

Ozone is created when nitrogen oxides from things like car exhausts and air conditioner fumes react with oxygen in the air on hot days.

It is colourless, but pungent, and can trigger a variety of health problems including chest pain, coughing and airway inflammation.

Director of Environmental Health Dr Richard Broome said the best way to avoid ozone was to limit time outdoors.

"Ozone levels are higher outdoors than indoors and generally highest in the afternoon and early evening," Dr Broome said.

"It's also important for people who have respiratory conditions to be extra cautious.

"If you have asthma make sure you're following your asthma action plan [and] you're carrying your reliever puffer on you.

"In case you do have an asthma attack and if your doctor has prescribed a preventer, make sure you're taking that as well."

Yesterday, Dr Broome also urged people to minimise physical activity this week and for relatives to keep a vigilant eye on vulnerable family members.

The mercury in Sydney's CBD was expected to hover around 31 degrees Celsius today and the humidity from this morning dropped 83 per cent down to 57 per cent as of 12:20pm.

But the city's western suburbs were feeling the heat by midday.

The eastern beaches have so far dodged the worst of the heatwave. ( ABC News: Kevin Nguyen )

The BOM recorded temperatures of 38.5C in Penrith and 36.6C in Richmond and said the mercury could climb to 40C and 41C respectively.

Endeavour Energy said it had put off maintenance today at Glenbrook and Luddenham, with a spokesperson noting all work stops if the mercury hits 40C.

The worst of the heat was felt inland.

Ivanhoe recorded temperatures of 46.5C about 3pm and was expected to top at 47C by the end of the day.

Wilcannia, in north-western NSW, also reached 46.5C.

However, despite the heat, humidity in the outback towns was rounding out at about 10 to 15 per cent.