Preview of command prompt
f ---> to start ferret
q----> to stop ferret

asp@nex:~$ f
     NOAA/PMEL TMAP
     FERRET v6.82  
     Linux 2.6.18-308.8.2.el5PAE 32-bit - 08/03/12
      3-Dec-12 16:44    
 
yes? go my.jnl

yes?column=4/skip=1/type=num,text ............filename.txt

---
---some code...to do some task
---
yes?save/file=filename.nc ........................................
yes? q

#!/bin/bash
# Replaces string in a jnl file 
#it kills my time in replacing string..
OLD="data1"
NEW="data2"
TFILE="/tmp/out.tmp.$$"
for file in *.jnl; do
  if [ -f $file -a -r $file ]; then
      sed "s/$OLD/$NEW/g" "$file" > $TFILE && mv $TFILE "$file"
  else
   echo "Error: Cannot read $file"
  fi
done

Did you consider a "here document" (c.f. man bash)? Run this script:

$ f <<EndOfCommands
go my.jnl
column=4/skip=1/type=num,text ............filename.txt
---
--- some code...to do some task
---
save/file=filename.nc
q
EndOfCommands

asp@nex:~$ f
                  NOAA/PMEL TMAP
                  FERRET v6.82        
                  Linux 2.6.18-308.8.2.el5PAE 32-bit - 08/03/12       3-Dec-12 16:44

 yes? go my.jnl
! this is my.jnl columns/skip=1/delim="\t,\b"/type="numeric,text,numeric,latitude" filename.txt
let time = v1 
let cast = v2 
let level = v3 
let depth =v4 
list/file = filename.nc/format=cdf/clobber v1,v2,v3,v4
listing filename.nc
yes ? q
asp@nex:~$ here again f should be typed

! this is my.jnl
columns/skip=1/delim="\t,\b"/type="numeric,text,numeric,latitude" filename.txt
let time = v1
let cast = v2
let level = v3
let depth =v4
list/file = filename.nc/format=cdf/clobber v1,v2,v3,v4

Sorry - I don't have a clue what ferret is or what it does beyond its zoological equivalent. Either you tell us more specifically what you need, so we can help, or you take the hints and proposals given and try yourself to understand/expand/improve.
I GUESS go my.jnl itself is a call to a script in ferret. So try reducing the here document to the call and to the q uit command.

I just want want shell script to do following task

if possible try to write script from following ideas

1. read all the files name in a directory and write filename in new text file

2.Assume the directory will be having one more text file(my.jnl
) will have some filename inside with extension .txt and .nc, so search the filename and start some counter

3. once execution of quite command, again command prompt comes with user@hostname, then write the next file base name into first searched location, and so on till the end of new text file

I hope you will understand...