I would highly recommend starting charting your fertility signs (Cervical Mucus, Temp, etc) and/or use and ovulation predictor kit for a month or two. It is possible to have a period without ovulating but normally you would have irregular and drawn out cycles (which I think is more typical of PCOS but I could be wrong). If you are having a period every month at a regular time it is more likely than not, that you are ovulating.
Some questions:
Are you coming off of any kind of birth control and if so what kind?
How long is your normal cycle and is it that way every month generally speaking?
When you did the 21 day progesterone were they blindly assuming you ovulated on day 14 or did they do some sort of other testing to verify?
Depending on the length of your normal cycle it is possible you either ovulate very late and haven't yet ovulated at cd21 making it seem like there is no way you could have ovulated as you hadn't yet, or you could have ovulated sooner and just have a very low, insufficient, progesterone levels that need to be treated. If you can answer the questions about average cycle length, and any type of way you've tried to locate ovulation that would be very helpful in answering your question. Thanks!
I just thought of something else - I would ask the expert on the fertility forum her opinion of the matter. She's very good at answering questions fairly quickly. There's a charge of around $20 but it would be worth it to get an expert opinion. Scroll down the page a bit and look to the right for related expert forum and click on the one you want. Hope this helps!
That is not true - just because you have a period doesn't mean necessarily you're ovulating. I think you should consult another doctor to see what's going on - perhaps you should be looked at for PCOS (polycystic ovarian syndrome)? I don't know much about it but there are several women on this forum who've dealt w/this issue.
Best of luck to you!