Can I have an orgasm without any kind of ejaculation?

I was talking with my bf recently about our experiences while having sex when we first started dating, and he told me that at that time he didn't know if I had finished or not when we had sex, because from his previous experiences the girls he had been with ejaculated in some form, and I didn't, so my question is... Is that normal? I think I never had any kind of phisical reaction more than the feeling of the orgasm. Should I be having one?