I wonder if you claimed exempt from taxes. This would cause no withholdings to be taken out. Did you have any Federal Taxes taken out? Many times employers use the Federal W4 for both Federal and State.
As part of the Tax Cuts and Jobs Act, the IRS and Treasury adjusted the tax withholding tables, which affects the amount of income taxes withheld from your pay. In 2020, W4's were completely redesigned. Exemptions or Allowances are no longer applicable.
My suggestion is to use the IRS Tax Withholding Estimator here and then submit a new W4 to your employer.
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