Rachel:

What kind of enclosure is he in? Is he in a high traffic area or by a TV or a stereo?

If it's a glass tank, or a cage with a large glass display front, the most likely reason he is still feeling threatened is that he feels exposed. Even under optimum conditions, a change of venue is very stressful to these animals. The key is to get him used to his new digs but to also minimize additional distractions and stressors.

If he's by a TV or a stereo, move him. The vibrations that these devices give off will stress him out.

Try covering the glass and adding some crumpled-up newspaper balls to his enclosure - and leave the light off. Continue to leave him alone for at least another 5 to 7 days and then see if he's settling down a bit. If your temps and humidity are in range, he should start to show signs of calming down.