Eddy Alvarez, who crashed in his heat at the Iceberg Skating Palace with about 50 meters to go, and Jordan Malone, who finished fourth in his heat, did not make it out of the preliminary rounds.
Celski said that there's no added pressure.
"I'm just going to go out there and skate," said Celski, who took two bronze medals in 2010.
In women's short-track 1,000, Americans Emily Scott and Jessica Smith advanced to Friday's quarterfinals.
The U.S. did not qualify a team to compete in the women's 3000 relay, Korea took the gold.. Silver went to Canada, while Italy took bronze.
With medals for three short-track races to be handed out, the U.S. has yet to win any. Its men's relay team is the favorite in Friday's 5,000, but that tag hasn't meant much at these games for the Americans.
Lehman's terms: Lehman, the youngest U.S. male Olympian in Sochi, clocked 13:28.67 in the men's speedskating 10,000-meter on Tuesday, finishing 10th.
American Patrick Meek finished 11th in 13:28.72. The Dutch again swept the podium at Adler.
Lehman, 17, said he was happy with his second Olympic race. He finished 16th in the 5,000 on the first day of competition.
"It was definitely a good race," he said, noting it was a personal-best on a sea-level track.
Other than competition, Lehman said his highlight of the Olympics was watching the U.S.'s 7-1 win over -Slovakia in men's hockey, when he watched from near the glass by the U.S. goal.
"Awesome," he said. "Besides going to a Stanley Cup or playoff game, this is definitely the next best opportunity to see a game."