How can I stop bandwidth theft?

I have a tube website and since a few days ago my bandwidth usage has doubled. The traffic and everything is same only the bandwidth has increased. I guess somebody is probably hot-linking my contents and getting my bandwidth.

My videos are on nginx servers and it create a session ID at the end of video file and it expires after 2-3 hours, if any one hotlink to the video file directly without the session ID they will get a 403 error.
So I think the bandwidth thief is using a method to pass this.

What should I do to stop that? Is there any way to force videos only be playable under my domain name and I say goodbye to embedded videos?