When a woman tells me she is pretty sure she is pregnant, I go to extra means to test this assumption. You could still be pregnant despite negative pregnancy tests. It sounds like you did everything right. It is a good idea to wait one week between and use the more concentrated first A.M. specimen. They generally turn positive at the time of the missed period and although I don't know how late you are, I am assuming that you are at least two weeks from possible conception.
Pregnancy tests measure the amount of hCG in the urine.
It is a hormone unique to pregnancy but a certain level must be attained before the test will turn positive. False negative rates for home pregnancy tests run as high as 25 pregnant. As a medical care provider, I have to admit to a prejudice in favor of the old fashioned face to face history, examination and lab test for pregnancy. So much other than the yes or no approach to pregnancy needs to be accomplished at such visits. If a woman is not pregnant, we can evaluate reasons for amenorrhea, issues of birth control can be addressed and she can be tested for infections and STDs which can impact a pregnancy in the future.