It happens, and some people actually do that purposely to maintain arousal and have multiple ones in a row. Nothing wrong with it, just make sure that at some point afterwards, you eventually do ejaculate, because blue balls suck.

How long was it since your last orgasm? Several in a short period of time will deplete the supply. If it happens again or continuously and you're worried about it you might want to be checked for retrograde ejaculation, where it basically stays within due to a problem with "the plumbing". Not necessarily serious, but like any change in your system it's comforting to know why.