shell, I have the same problem with Nina. Awake all day, only settles in my arms, and when she loses the dummy, starts crying. I've learnt to tune out to her whinging when I need to go to the toilet/eat/take a rest etc. I find her swing to be great as well. Most of the time she'll settle in that, but not always. Have you got a baby carrier or sling? They come in handy at times. How about going out or going for a walk, does she like the pram?
Nina started going through the dreaded witching hour about half an hour ago, so wish me luck for tonight!! She's been feeding every 2 hours today instead of every 3 hours, so I'm hoping she sleeps through tonight.