Oh sweetie :( You poor thing - this totally sucks! And I've been there, I totally understand what you mean!
Okay, well, there ARE those people out there that aren't really that open with their thoughts/feelings and that's okay and understandable. But that doesn't necessarily mean that they are going to connect with someone who is more open and needs to hear those thoughts/feelings on a fairly regular basis.
I think the best thing here is that you need to have a talk with him. Make it VERY casual and be calm about it, but tell him that you feel like you need more warmth from him. That you love him and you show him that you do and you need to see the same from him. Tell him it hurts when you don't get anything from him.
Now if he doesn't want to put the effort in trying to be more open to you, then you have to put some serious thought on whether or not this is the right person for you. It doesn't mean you don't love each other...it just means maybe he can't give you what you need. And you have to be honest with yourself at that point: how long can you go on like this? I know it's harsh and I'm sorry sweetie, but you deserve to be happy. Isn't that what relationships are all about?
Good luck hun! :)