Yes or No?

So today in US History, my teacher asked one of those stupid questions that sound something like: Did you not just say that?

If I answer yes, it could go two ways:

Yes, I did not just say that.
Yes, I did just say that.

Or I could answer no.

No, I did not just say that.
No, I did just say that.

Is there a rule? Because whenever I'm asked a question like this, I never know what answer to use! In French, there is a specific contradictory form of the word yes, which makes negative questions like this one much easier. Why can't English be as simple as French?! I can't believe I'm saying that, English is my native tongue. My rule, I believe, is this:

Yes, I did just say that.
No, I did not just say that.

Okay. Next Topic.

Today in AP English, it was raining and it was thundering. Loudly. Actually, everytime we mentioned Oprah in a not-so-nice way it thundered. Funny. Well, while it was still raining, I could hear a couple of sirens in the distance. It reminded me of big cities, and it made me think about how Apex is turning into one. Oh, joy. The End.