I don't know what to do.

We're gonna be 4 years together in April. He's my first everything!! And i don't want to be with him anymore. I can't seem to get myself to break up with him. I love him and i feel like if i leave I'll have nothing. I want to make things work but he doesn't want to change. He says he will but we always end up arguing. We live together. We argue all the time. He doesn't like me going out. Not that i do because i know it will make him mad but when i want to go with my sister somewhere. He makes me fell bad about it and tells me we're over. Then he'll tell me everything he said he didn't mean it. We argue a lot about sex. I'm tried from work all the time and he gets mad says i should make time for him. I'm gonna be 22 and i haven't been to a bar or club. My sisters are going out for new years and i told them i can't go because of work. I haven't even told him i want to go because it will just start a fight. I just need advice. 😣😟