If a woman and man have intercourse without a condom and the man does not climax, what's the chance of the woman getting pregnant? on ovulation day?

Very low chance: It is still possible to get pregnant without ejaculation because there are some sperm present in the lubricating fluid ("pre-cum") that precedes male orgasm. Having said that, the chances are much lower. It's hard to give an actual number. If a fertile couple is trying to conceive and they have intercourse at ovulation their chance is only 20% for that month. Your chance would be closer to 1%.