Someone recorded my friend an I on omegle?

[Rebecca]

We where on omegle and a guy said he was suicidal. My friend an I where suspicious but we felt wrong to disconnect so we stayed on. My friend noticed her belly button ring was bleeding and she lifted up her shirt to change the piercing. The guy started getting very creepy saying he liked her but and things that didn't sound right. I noticed that his camera was repeating itself and I didn't think it was a live feed. I asked him to wave to us to prove he was real and he got very angry and said he recorded the whole thing. He then played us a video of my friend lifting up her shirt to change the piercing. A little bit of her bra was out and a little cleavage but no nipples or anything like that. He is threatening us that he will post this video on fb, YouTube and other sites. All this video is, is us sitting in her room telling him not to kill himself. We didn't give out any person info besides out nick names. Should we be concerned and if so What should we do?