never felt an orgasm even when alone

I've never had an orgasm, even through clit stimulation and when I masturbante in the shower. It's been like this for years, actually since I started masturbating. I was pretty young but anyway. 
And... I get really close to orgasm, I can feel it because I start shaking, I feel my muscles pulse but... it stays this way. I don't get to reach orgasm even if I do the same for like 30 minutes! The same feeling persists!
I don't know what to do. I feel awful... like I'm not like I should be...