I've had my nuvaring in for 4 weeks, haven't had sex on or before it and I don't have a period? Is this normal?

Likely yes. If you use the ring continuously that is take it out after a month and put another in the same day you likely won't have a period. If you take it out and wait 4 days before putting in the next nuva ring you likely will have a period. It depends on how you were told to take it. Check with your doctor if you aren't sure.
See below. Yes the NuvaRing when left in can cause you to miss a period, but check a pregnancy test just to be sure.