Is it normal that my husband fantasize other women?

I'm married for 9 years. One night while having sex with my husband, my husband told me that we need to explore our sex. He suggested that we need to have sex with other man/woman, I said okay.. But deep inside me, I was totally hurt! But after a while, he told me that he don't want to see me with other man having sex, you're only mine, and we explore our sex just the 2 of us....And while he is masturbating(while i'm not with him), he's fantasizing other women.. Is my husband normal for telling that kind of suggestion and fantasizing other women? Is he still loves me? Is he cheating me?