Any ideas?

Ok.. I go to the gym Tuesday through Friday and have been for the past 6 months. I have a schedule I follow with arms/legs/abs and so forth. I know my body and know when enough is enough as to not overdo it. I eat breakfast in the morning, hit the gym around 1. For the past 3 days I have been exhausted with a capital E, plus, when I am done working out I feel really nauseous. I thought it might be that I need protein so I eat and I still feel sick for 2-3 hours afterward. I drink over a gallon of water everyday so I dont think I am dehydrated.

Has anyone ever had this problem? Do you have any ideas as to what it could be? Is there a vitamin I may be deficient in? I am anemic but I take an iron pill with my daily vitamin and prenatal vitamin my doctor has had me in for 15 yrs. Thank you in advance.