How low is low? An XJ 4 liter engine holds a lot of oil, and it can go well over two quarts down without damage. Usually when it goes too low you'll start to lose pressure on cornering, and you'll see the light or gauge register that, but if there was enough oil to maintain pressure, you should be fine.
If you have doubts, I'd do an oil pressure check, and not worry if it reads normal. If you have a gauge, and the gauge reads as it always has, then I wouldn't worry at all. A compression check is not a bad idea, but probably unnecessary unless you have symptoms of low compression or are burning the oil.
If your engine is losing a lot of oil from leakage, of course you should fix it, but that's not always easily done right away. In addition to keeping more of an eye on it and carrying lots of spare oil, you should get into the habit of keeping an eye on the pressure gauge when you're going around corners. As soon as you see it start to dip on hard corners, pull over and add oil. Chances are that by then it will be about 2 1/2 quarts down.
Of course if you just forgot to check your oil for six thousand miles, most of the above doesn't apply, and you should just remember to check it more often.