Redsy. I agree with the other posters but only if you preformed the test with all the proper precautions.
1.Was the romex cleaned correctly to remove the carbon residue? Since carbon will effect your reading.
2. Was you able to strip back a small amount of the romex? Sometimes you can cut off the first 3/4" to 1" and will change your reading.
3. What was you testing voltage? This would depend on what your insulation value is, normally 600V. I usually will not exceed 1000V even though you could test to 3000.
The problem with using a megger most don't go to the proper training school/seminar and learned from an old timer thats been doing for years and really didn't know what he was doing, then end up doing work that is not needed because the proper test proceedures were not followed. I am not saying you don't know the proceedures just some helpful advise.