Feel ****med by the Gym

I feel ****med by the gym. I went to the gym to pay and to cancel my contract because I was moving to another province and the lady who assisted me denied me a cancellation form and told me there is no need for cancellation form because my contract shows its ending end of March. I paid them until end of March even though I wasn't going to the gym anymore. After March they sent me emails and messages that I should pay arrears of April before they blacklist me. I explained to them that I was at the gym to terminate and denied to sign the cancellation. I sent them an email to send me the cancellation form to sign and will pay the balance required. They still deny to send cancellation form. Now my only option is to take them to court.