SMS not getting sent on successful order

I have selected SMS option on Order confirmation, but i am not receiving any sms after successful order. By default if payment is verified order goes in to Processing status and in Woocommerce also i can see four status only i.e Pending, On Hold, Processing and Completed. I am not getting SMS on either Processing or Completed. May I know how this Order confirmation option works with your plugin ? I want to be able to send SMS once Payment is verfied and it goes in to Processing state. Sending Test SMS works fine.