Orgasm Help!

When my boyfriend and I are having sex, I can't seem to finish. He will always finish but I have to rub my clit in order to finish. I hate this because it makes it hard to try new positions since I need to make sure to rub myself during. I can't even have him rub me because it doesn't get me there. I have no idea what I am doing wrong. We have tried missionary, doggy style, cowgirl, and sone other positions. I finish with missionarry and doggy because I can rub myself but cowgirl I basically only do for him. I read on here that a lot of women can finish by just rubbing on him or oral or things like that, but I haven't been able to. Any advice on how to be able to orgasm without always having to rub my clit? I also don't feel any pleasure when i get my nipples played with, is that weird?