Some plugins or themes switch our cache function off (often for your whole site) without this being reported. You can find this out by looking at the response header; if the following line appears (or something very similar), the cache has been switched off.
Cache-Control: no-store, no-cache, must-revalidate, post-check=0, pre-check=0
You can see the response headers via developer tools in Chrome (F12) under the ‘headers’ tab. In FireFox you go to the 'network' tab; you can see the headers of the request on the html page itself.