It is totally up to you. You could give him time to process it, then say (if thats your decision) that you are having the baby, you want his support, but if he won't give it, you can live without it.
Have you got family & friends close by? If you do there is no reason you can't do this if he chooses not to support you.
Towards the end, yes you would need to stop working, but after baby is born centrelink can help. A close friend of mine went through her pregnancy & birth with no partner. It can be done.
Either way good luck & we are here if you need to talk. Hopefully after the shock wears off he won't be so hurt & maybe be more accepting.