Why can't I orgasm?

Ok, real but embarassing question, why can't I orgasm?

I'm 21 years old and I've been sexually active but I've never orgasmed before. Never reached that point with or without a partner (I've used plenty of different varieties of toys too) It's just frustrating because I know I should feel a certain way, but I just don't. Usually I just get bored after enough time has passed, get turned off or become to sensitive and decide to pull away. I've even been accused of being asexual, but I know I'm not.

I know sex shouldn't make me feel whole, but in a sense, I feel broken... what do I do?