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I am sorry to hear of the problems you experienced.
Firstly, on a strictly legal 'black and white' basis you may not have grounds to terminate your contract with the gym unless they have breached a contact term relating to standards of service.
That does not mean to say that there may not be other ways to deal with your concerns and possibly cancel your membership. I would advise that you speak with management at the gym or possibly at the head office explaining how wronged you feel by way of this member of staff's attitude and behavior, making a lot of the expectations that you had of their organization.
It is often the case in a company such as this that whilst they have the terms and conditions and contract terms, they are also able to display a great deal of discretion themselves and they will value their reputation highly and want to avoid poor word of mouth.
I hope you are able to find resolution shortly, all the best