Trouble orgasming

So my boyfriend and I haven't been together that long so naturally we haven't been having sex for very long either. We've already gotten over the initial hump of him having trouble/being comfortable orgasming so now I'm trying to orgasm. I know that most women don't or can't orgasm from penetration alone. I have tried helping myself a couple times but not seriously because I'm still nervous about him watching while it's happening. He's tried fingering and different positions but nothing seems to help me. I feel that I've gotten close a couple times but can never finish. Any tips or tricks to make this easier would be greatly appreciated!