Calories

How many calories should pregnant women eat a day? I work out 5 times a week and I feel like I'm not eating enough and my fiancé keeps getting on to me about it. He said I should be eating way more than I should, but I don't think I need to be eating that much more. How many calories a day do you guys eat on average? I haven't seen my OB yet, that's why I haven't asked.