I could use some input!

I have a very sexually active relationship with my fiancé. And he is very attentive to me, but, I can't seem to orgasm? I don't know if it is stress or if it's just my self confidence or what, but, when I get close, I suddenly can't. Fiancé unit is very understanding and says maybe it is because I am high strung. I know he feels a little disappointed, but, it definitely isn't his fault. Does this happen to anyone else?