Escape gym refuses to cancel my contract

Members of the gym came to work and I joined. They gave me a cooling off period. After deciding I don't want the contract I called with in the 5days cooling off period to cancel. I was sent to accounts where I was told the contract will be cancelled. A few days later I called againto check if it was finalize but I was then told the cooling off period is over and I won't be able to cancel cause I was supposed to send my cancellation in writing. I was very sceptical joining the gym cause a friend of mine had a problem with. I was told a managemanager would call me back but I have since received nothing. Please assist as I do not want this membership especially with a company full of *****, ****** and rude staff members and managers. The number I called was ?***?.