Are you saying hes sleeping still while you pick him up and while your handleing him? If so then it seems that he is very Lathargic and needs to see a vet asap! how old is he? He should wake up when you pick him up. If he is older and you got him from a petstore then there is a good chance that he has not been under a uvb/mvb lamp and not getting the correct vits and calcium and a lot of other things. Though if hes eating I think that your saying that hes sleeping and then you pick him up?
Can you answer these questions for us?
What calcium/vits are you useing?
What is his basking temp?
What are you measureing the temp with?
What substrate do you have him on?
How big are the crickets?
Where did you get him from?
What substrate did they have him on before you got him, and do you know if he was getting supplements and the proper heat and uvb?
Make sure that when the MVB bulb gets there that it is no more than twelve inches away, but not cooking him.
Does he move his back legs at all? It could be impaction but there is not enough imformation here to make that assumption. Impaction causes a block in the digestive track either from wrongful prey items or its substrate. The pressure builds up and can paralize his legs( or kill him) and that is why I ask.