Orgasming through sex?

When girls talk about orgasming through sex, are they talking about being able to have an orgasm from being fucked or are they talking about just being able to have an orgadm during sex? Because when my boyfriend and I have sex, I can have an orgasm while he's fucking me and I'm rubbing my clit, and I can have an orgasm from when he plays with my nipples, when he eats me out, etc. But I can't orgasm just from him fucking me, I thought that that was a really uncommon thing for girls to be able to do. So when girls say having an orgasm through sex what are they talking about? 

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