Can I withdraw from a pain clinical trial without penalty?

Yes. You can always withdraw from any clinical trial without penalty. It's voluntary. Discuss it with the investigator or trial nurse. And then discuss with your own doctor.
Pain clinical trial. Trials usually do have subjects that leave the study for various reasons. There are also those that do not complete the study for no reason. Unless there is a contractual obligation with a spelled out procedure if you withdraw - i think you should be able to discontinue the study. Discuss with the principal investigator.