haven't orgasmed. HELP

Okay so I have been with my boyfriend for three years almost and been having sex on and off for 2 years now. I have not had one orgasm... like what. The sex is good don't get me wrong that's why I'm confused. We have amazing sex especially lately. But I never finish. Each time we have sex his cums a few times (depending how long we have together) and even after the great sex I feel like something isn't finished for me. There's never any foreplay no little messing around before hand since he always just wants to do it. Idkkk I want to experience an orgasm with him since we do have great sex I'm just so confused why I haven't. What am I doing wrong ?