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If symptoms suggestive of pregnancy are persistent, and if you suspect chances of pregnancy, go ahead with getting thorough examination (to confirm pregnancy related changes/signs in body) and blood/serum HCG level test (to confirm/rule out pregnancy accurately). The urine pregnancy tests done very early in pregnancy can show you false negative results as the kits are calibrated ones, so unless the hormone levels in urine reach a certain level, they do not show positive results. Urine pregnancy test kits usually start showing positive results after about 20 days post-conception (roughly corresponding to about 1 week after your missed/altered periods). The test should always be done on early morning first urine sample to get accurate results (pregnancy hormone HCG is believed to be in highest concentration in this sample, and you should avoid lot of fluid intake and caffeinated beverages in the night before taking the test). Consider getting repeat test done on early morning urine sample or go ahead with getting blood beta HCG level estimation done.
Take care.