Is the enclosure in a high traffic area? Are you constantly looking at him and bothering him to see if he is ok? Try putting his enclosure in a quiet room and check on him without him knowing you are there. He may need some peace and quiet to get out and explore his surroundings to feel comfortable enough to calm down when you are present. Put some small crickets in with him and let him relax a little. It can be very tempting to check on him too much but it will stress him.