Thanks woodsrider,

I put a hot rock in yesterday, so he only spent one night in the cold. I am going to get a heat lamp as well. He had defecated, so he must have eaten before he was caught.

I caught a small lizard and put it in with him yesterday, I have not looked to see if he has eaten it yet. I don't think he has eaten any crickets. I think I will release him if I can't get him to eat by the weekend. There are some places in town where they sell "pinkies" so I'll try one of those if the lizard is still there.