Check your line from the valve to the stove. Some of the new lines
have the gas auto shut-off valve in-line for safety. I think they're
supposed to "shut-off" if there is a leak.
You can check it by loosening up the connection to your stove, turn on
the valve at the wall, put soap water around the joint and it should
bubble. If it doesn't, you're not getting gas to your stove.
Thanks for the help. It was that I wasn't waiting long enough for the
gas to pass through the pipes. Got it up and running.