Do we always have to turn to physical activities at time of high sexual urges?

No, we don't.

She's long gone now but @Kenzi had a brilliant suggestion—phone your mum. Not only will that kill any lust, but your frequent calls home will earn you a 'best son ever' badge.

The non-physical things that have worked for me include

• Come here and post in your journal. Friends will rally round and support (or challenge!) you.
• Do something 'civilised'. I sit down and read poetry.
• Do something creative, picking up my violin and losing myself in a difficult part of whatever piece I'm working on helps shift my mind.
• Close everything electronic and go to sleep, or at least practise some calming breathing exercises.
• Look through photos of the people I love, think about happy times together.

Good luck, 139 Days shows that you can do this.