According to the information you provided (masturbating from Monday to Friday once or twice a day, and not having sperm coming out on Saturday), there are two possible causes. The ejaculate consists of fluids originating from the bulbourethral glands (Cowper’s glands), the prostate, but the most important and most easily detectable part is the spermatozoids.


The spermatozoids are produced in the testicles, where they are produced certain cells multiply. Further they need time to ripen and to be completely ready for conceiving. If the spermatozoids are expelled on a regular basis every day, the testicles might not be producing spermatozoids fast enough. This can be easily seen in a man who ejaculates very soon after he previously ejaculated (within 15 minutes to a couple of hours). In this case, the ejaculate might contain less spermatozoid and the sperm might be less dense.


The other possible cause for sperm not coming out even though you achieved orgasm is that you might have experienced retrograde ejaculation in which the ejaculate entered the urinary bladder instead of being expelled out via the penis. The most frequent cause (still not pathological) for this condition is when the perineal area (the area between the penis and the anus) is stimulated and pressed during orgasm. This might mechanically cause reflux of the ejaculate into the urinary bladder.


Both mentioned causes do not affect the chances of having children.
You might want to visit a urologist for urinalysis when spermatozoids are found in the urine which might confirm the retrograde ejaculation. Also, temporary abstinence from masturbation might provide enough time for the spermatozoids to form again.