My landlord didn't gave me or let me sign a contract room rental agreement, am i free to move out anytime?

I have been having problems with my landlord, He doesn't gave/ let us sign any contract and he told us we've got to find another place to stay, so now we called and told him we are moving out, He then say NO.. bec he want's us to pay the rent for this month!! which is I think not appropriate as we have given him a deposit and settled this november month rent and our cut off is on dec. 11 ... so now I am planning to move out befor dec 11 and just pack my things and leave the keys. What if he threatens us.. do I have to tell him I am right and do not black mail me? bec I think he's just black mailing us. PLS GIVE SOME ADVICE.