Lost Condom

My guy and I were having sex and after he ejaculated in the condom, he laid in me for a few minutes.. When he pulled out, the condom was gone! He said, "Babe, Where's the condom?".. After a few more minutes of looking through the covers and finding nothing.. I went to the bathroom to pee and nothing came out.. I fingered up there to see if I could find anything and nothing.. My guy said Babe I still didn't find it, it HAS to still be inside you.. I go back into the bathroom and dig as far as I could and finally my nails got a hold to it, and I struggled pulling it out. I ran water through it to see if there were any holes in it but it wasn't. My question is.. Is there a good, yet unfortunate, chance that I could be pregnant because of this... I am in the middle of my fertile days..