The pilot is under the bottom oven deck, usually you can lift the front edge, and slide it out, smelling gas without a pilot would be bad, that means either A : your safety is bad, and allowing gas to flow anyway, which requires replacement, and you may as well replace the thermocouple, and clean the pilot. or B : it is old enough it does not have a protected pilot, and you have to manually light it, usually indicated by an open hole in the front middle of the oven deck plate when you open the door, with a tube going to the burner. or C : your oven burner is bad or misaligned with the burner, and is shooting gas away from the pilot area, it would light via an open pilot eventually, but you don't want that. Please let us know, or have a qualified servicer look at it. Happy New Year, and thank you.