I feel your fear and uncertainty in your post. I was wondering if you've taken a pregnancy test? I'm only asking because things other than pregnancy can cause nausea and missed periods.
I can understand your parents’ belief that pre-marital sex is a sin. I agree with them. I have also failed in that aspect. I hope my kids do not follow my footsteps on that path. As I believe God makes rules to protect us. And it's in our best interest to wait for marriage. That being said, if one of my children becomes pregnant before marriage I would be disappointed. But in the end I would support them and love my grandchild. Your parents will most likely have a "negative" reaction at first. They need time to process their feelings. But most parents come to love their grandchild and are happy they came to be, no matter the circumstances that brought them here.
I'm happy to see that you're not considering abortion.
I will come back at another time to share more thoughts with you. And I hope you'll continue to post here.
There are a couple of things you can do about telling your parents. There are some articles on the internet that talk about it. I'll have to think where I put the link, but you can find it by looking in Google under "pregnant" and then the phrase "tell your parents" or a similar one.
I also suggest you go to a crisis pregnancy agency. They can help you tell your parents, or even talk to them on your behalf. You can find one in your area here: www.pregnancycenters.org
Good luck to you! As the grandmother of a baby born out of wedlock, I can tell you he is just as precious as my other five grandchildren. Your parents will be upset at first, and have every right to be, but it is very unlikely you won't get their wholehearted support in the end.