There are certainly head-orientation cells (e.g. in the hippocampus). But neurons are reasonably immune to the kind of mild physical stresses that come from turning the head around; computing head orientation requires complex analysis of input from e.g. the visual system (optic flow) and vestibular system.
However, the electrical activity of muscles tends to swamp that of (nearby) neurons, so various muscle-related artifacts are often visible in an EEG if not carefully filtered out. And, of course, if the contact is poor you'll get artifacts from that: you're just measuring the variability in resistance between the sensor and your skin, not anything interesting about what faint potential changes are visible at your skin as a result of neuronal activity.