Can you feel pain when you dream? what causes it?

I've been having all these really intense dreams. lately for like the past few months.. and I've had a lot .. and some repeated themselves.. which I'm not sure I enjoyed too much. Ok. well just an example of the pain I experience is.. when I got shot I could feel the bullet going into me.. and I felt like lots of heat with it do like burning spikes of a bullet melting and my flesh. ya it was pretty intense.. but I didn't wake up .. it just kept happening. then I was getting shot at underwater and still sharp burning pains.. then I ended up having a huge hole in the middle of my body. felt the edges of the hole.. and even felt blood in my mouth and hands. then I was forced to drag myself to the top of this like gr mound. I was in soo much pain and I felt like I would vomit at anytime due to the immense pain. I'll stop there .. But does anyone know why I have these dreams? and why I can remember them so well and fell intense emotion which leave me in tears..