I have a day and night furnace. When turned on at certain temp, it will light up and
Shut. Tries to light up but no avail. Pilot will come on but seems there is no gas. Makes noise.

What kind of pilot system do you have, it is a free standing pilot that you have to light with a match, or a pilot that lights from an automatic sparker or a hot surface ignitation that lights from a glowing surface.

It would be much easier if I knew what you had.