Tooth sensitive to cold, sweets, pressure. is that a cavity?

Very likely: Those symptoms are in fact characteristic of a advanced decay resulting in inflammation of the central tissue of the tooth from bacterial invasion to the tubules ahead of the open cavity. The pressure sensitivity when biting suggest that central tissue inflammation has spread to the ligament that holds the tooth in the bone. Please see a dentist quickly and get a pulp vitality test and x-ray.

Possibly: There are many causes for sensitive teeth. See your dentist to determine the cause of the sensitivity.

Tooth decay: You have reported symptoms of cavities. The only way to know what is actually the problem is by seeing a dentist. You definitely have something going on that needs attention and treatment, remember tooth decay will not go away without treatment. It will keep on progressing, getting bigger and deeper until it is treated. The sooner the better, easier and less costly treatment.