when did you get him? you said just a few days ago? lizards can get pretty stressed in new surroundings (even if they are perfect to the animals natural "guidelines").
1st I recommend not handling him for a few days.
2nd, Try other foods other than crickets.... here is a clip I took from LLLreptile's website.
"Nutrition
In the wild, savannah monitors are both active hunters and scavengers. Recent studies have shown that the majority of their diet consists of insects (roaches, termites, scorpions, millipedes), birds, eggs, other reptiles, and rodents. The captive diet should be similar, with an emphasis on invertebrate prey.
Young monitors will enjoy a staple diet of appropriately sized mealworms, waxworms, and feeder roaches. Avoid feeding young monitors rodents, as young, unweaned mice are very high in fat, but low in other more valuable nutrients.
Older monitors can receive rodents occasionally as part of a balanced diet. One or two rodents a week should be the absolute maximum. Keep in mind that these animals are simply not designed to digest large quantities of fur and fat, and the constraints of a captive lifestyle can only compound potential issues.
Even adult savannah monitors should be fed lots of insects. A colony of large roaches (such as giant Malagasy hissing roaches) would be a good investment, and if properly maintained, should provide a constant supply of food items for your lizard. Crickets and larger mealworms will also be consumed.
A mixture of ground turkey, raw egg, and a suitable calcium/vitamin supplement has proven very successful in both the private sector and among zoos for maintaining large, carnivorous lizards. As long as careful attention to supplementation and variety, this mixture can make up as much as half of the lizards staple diet.
All food items, with the exception of rodents and pre-mixed diets, should be regualruy dusted with a high quality calcium/vitamin D3 supplement. Food for growing monitors should be dusted several times a week, while less frequent supplementation is acceptable for older lizards. A good multivitamin should also be employed, and as formulas differ, follow the manufacturers directions for dosage information.
It should be noted that savannah monitors are particularly prone to obesity and subsequent medical problems. Poor diet, coupled with lack of room to exercise quickly result in an overweight monitor. Avoid overfeeding, try to replicate the natural diet, and provide ample space to avoid these problems." -
http://lllreptile.com/info/library/animal-care-sheets/lizards-and-monitors/-/savanna-monitor/
