I would take a guess that you might have lost lucidity, or that you might of gotten over excited and woken yourself up. So far out of the 2 lucid dreams I have had, I find the best thing to do first is to rub your hands together. It not only keeps you from getting to excited, but it also helps you have a more vivid dream because you are triggering your brain to use the part that control your sensations by rubbing your hands.

You can also spin in circles to keep lucid longer, however some people say the problem with that is that when you stop spinning you are in a different place. Then there is the shouting out to increase lucidity. As suggested try those three and find the best that works for you