Transmission not engaging?

My car was driving just fine this morning, I stopped at a gas station. When I put it in reverse the transmission went in reverse on the steering column but did not engage, the same thing happened when I put it into drive. I did not have any light indicators that anything was wrong. I checked the oil level and the transmission level, and they were fine. There was no unusual noise coming from the vehicle. So, I tried to get going again and was only able to make it to a stop light before it was no longer in gear. I'm not sure what's going on in this situation, but any help would be great. Thank you