[Always *]

People make mistakes. I see no need to be condescending about it. Obviously you should be using protection (the pill, condoms, what ever) but I'm sure you know that, so consider it for next time.
Now more to the point, I know you really don't want to have to say what you did, but we really aren;t judging you here, most of us won't mind knowing what you did as it will help us when trying to give you advice. You don't need to give details. It's just that if all you guys did was oral I'd say you can relax whereas if you actually had sex and he DID NOT pull out, then your risk is significantly higher without protection but if he DID pull out then the risk still presents itself but goes down. A lot of young guys do not have the experience to be so much in control that they're able to stop themselves and pull out just before they come which is partially why I say the risk is there, he might of came a bit before pulling out then there is precum and all of that jazz (who knows how much sperm REALLY comes out them though if at all, depends on the guy). So in any case it's a bit hard to tell you how much you should be worried because I don't know what you did.
For the future what you can do is buy condoms but hide them in a place in your bedroom where you parents aren't likely to look (in your bedspring, in a hard to see corner under a low-sitting shelf, or under a bunch of stuff in a drawer you know your parents won't go in). I used to do that in high school, I kept it in a drawer where I didn't think my mom would look and where I knew my dad would never look. That would help.
As for pregnancy, I know most parents would freak out knowing that the 15-16 year old kid was pregnant, but you have options no matter what happens. I hope that you aren't pregnant because it seems like that would not be the best outcome for you. But if you are you can come here and know you have countless supportive people to talk too. Just try not to stress yourself out too much. I thought I was pregnant before because my period was over 2 weeks late due to some significant stresses in my life. If you already have a test take it to put the worry to rest if you running late but you should definitely be aware of the fact that stress can delay your period