No gears in the transmission

Did you check transmission fluid level? condition? are you leaking any?

Yes, check ATF fluid level, however problem may be with torque converter, they can strip and no longer be able to turn pump shaft. You need to find a good and really trustworthy mechanic to look at it, so many shops write it off as a bad tranny and hit you with a really big transmission replacement fee rather than properly diagnose problem. Look up an Explorer or Ford forum for people who went through same problem.