Hi Angie,
A couple of possibilities..... your plant should have male and female flowers, you don't say if after the flower falls off you are left with what looks like a very small pumpkin fruit (female flower), or just a straight thin stem (male flower)? I guess you have pollination problems, could be due to lack of male flowers when the female flower opens or lack of pollinators, (however three plants should rule this one out).
I would suggest you hand polinate the female flower, but this must be done in the early morning if possible.
Good luck
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