How to keep session alive on Android by using HttpURLConnection?

Question

In my android app user enters username and password and i check the response after i sent them to server . If the result is positive i am changing the activity and sending different requests. But server responds me as "You have to log in." despite i am creating only one HttpURLConnection. How can i solve this problem.

private static HttpURLConnection conn;
private static String _sessionIdCookie;

This method for getting the results of my requests.

        public void fetchJSON(){
    Thread thread = new Thread(new Runnable(){
        @Override
        public void run() {
            try {
                URL url = new URL(urlString);
                conn = (HttpURLConnection) url.openConnection();
                conn.setRequestMethod("GET");

                if (_sessionIdCookie != null)
                    conn.setRequestProperty("Cookie", _sessionIdCookie);
                  //I am getting sessionId from respond. Server send my session ID in JSON. 
                conn.setDoInput(true);
                // Starts the query
                conn.connect();
                InputStream stream = conn.getInputStream();

                String data = convertStreamToString(stream);
                readAndParseJSON(data);   //This function parses the data.
                stream.close();

            } catch (Exception e) {
                e.printStackTrace();
            }
        }
    });

    thread.start();
}