That is definitely not a relationship you want to be in. If he is saying that he doesn't want to be in a relationship, but then that he doesn't want you to see anyone else, then that seems like a control issue. Plus, the fact that he says he doesn't want a relationship and then goes around and acts like you two are together there is something seriously wrong with him. You deserve better, and my advice would be to stop talking to him cold turkey.

Hope things get better for you