We use the signal from the internal tubes of double-wall carbon nanotubes as an ideal pressure reference. The intensity associated with the G band of the external tubes is shown to be related to the interaction of the pressure medium and the carbon nanotube. We observe clear pressure medium dependent pressure coefficients of the Raman G band using atomic argon, oxygen, and alcohol. The G band of the internal tubes shifts between 5.1 and 3.3cm−1/GPa and for the external tubes between 5.8 and 8.6cm−1/GPa for the different pressure media used. We find that the spectral shape of the optical phonon band depends clearly on the pressure medium. Ab initio calculations support local partial ordering and shell formation of the pressure medium around the nanotube. The shell formation around the tube has a strong impact on the local pressure transmission.