That sounds very much like some kind of hormonal problem. You may be insulin resistant. You may have diabetes. You could have thyroid trouble. You could have polycystic ovary syndrome. I'm sure there's a lot more hormonal disorders that could be the culprit. Every hormonal disease I'm aware of is much less severe in a patient with a healthy diet and regular exercise.
Because you are active and are trying to eat properly, some of the standard tests may not work correctly. It took my mom nearly 10 years to get diagnosed as a type 2 diabetic, despite a family history of it, 3 instances of gestational diabetes, 3 kids all born well over 9 lbs, and weighing nearly 300 lbs at 5'3". She ate reasonably and stuck to pretty healthy food, and the test results just didn't look bad. Even now, her test results just don't look bad most of the time. She treats any blood sugar test that comes out as over 120 as a spike, and any test that's under 80 or so as a dangerous low.
If you have a food diary and/or exercise diary, bring it to your doctor (if you don't have these, start them if it's possible). DO NOT see your doctor alone. Have a friend, husband, or other person present. Doctors habitually treat a single patient much less seriously than a patient with an entourage. Most doctors also treat fat patients much less seriously than "normal" patients (and there are medical journal studies demonstrating this). Emphasize to your doctor that normal people do not gain weight while eating the way you do, with the activity level you have. Insist on seeing an endocrinologist.
If that doesn't work, try another doctor, and use the same methods on them.
Oh, and despite what wikipedia claims, one of the classic signs of a type 2 diabetic is someone who is overweight, eats an appropriate amount and a balanced diet and can't lose weight. It's also a classic sign of at least one other hormonal disorder, so don't assume you have diabetes.