Can I leave the state with my children?

You need to make a plan, right now, about where you want to move:  someplace where you do have family, where there are good schools for the children, and ideally at least a better chance at finding work, if not a job already lined up for when you arrive (difficult, in times like these, I know).  Then, you need to present that plan to the court, when you oppose his motion, and you must do that or the court will grant the order he wants.  A lawyer will be a big help in this.

Many courts are becoming less willing to prevent women in your situation from moving.  You have a constitutional right to your own freedom to live where you please, and if you can show a good reason for a specific move, you might well be given permission to do it, even over your ex-husband's objection.