The incident, reported at around 11.30pm, happened in the area around the back of Barkers department store, which is on the High Street.
Police have arrested a 35 year old local man in connection with the incident. He has been released on conditional bail pending further enquiries.
DI Mark Pearson who is leading the investigation said: This is clearly a very serious incident and we are doing everything we can to investigate and support the victim at this distressing time.
As part of these enquiries, we are appealing for any witnesses to come forward. In particular, anyone who was in the area at the back of Barkers between 10.30pm and 11.30pm on Friday is urged to contact the police.
Dial 101, press option 1 and pass information to the force control room.
Alternatively, you can contact Crimestoppers anonymously on 0800 555 111.
Please quote reference number 12150071941 when passing on information relating to this incident.