Lumbar puncture is one of the most common painful procedures performed on neonates in the Emergency Department (ED). The investigators will study in a randomized controlled trial, the efficacy of intravenous administration of a single dose of Midazolam in reducing pain and anxiety in neonates undergoing lumbar puncture in the ED, as well as the rate of adverse sedation reactions. The investigators hypothesize that compared with placebo, single dose Midazolam would significantly decrease pain and anxiety and will have low rate of adverse reactions.