Sex and pain

When my fiancé and I have sex it kills me to the point where I want to cry! We have tried lube and everything I don't know what to do anymore I'm just to the point where I don't even want to have sex anymore because of the pain. Every now and then i get a wild streak and there's no pain at all I'm a very small girl I'm about 4"11 and 100 ponds at 20 years old not sure if me being so small has anything to do with that please help I'm tired of making him stop in the middle just because I am hurting