What causes localized sensation of sting in my lower leg ?

Skin or Nerve: Stinging sensation is often irritant or nerve related. If you don't have skin changes consistent with allergic reaction then it is likely a nerve problem. It may be nerve impingement or simply electrolyte imbalance that is causing you to experience this pain. Continue exercising and stretching regularly in addition to eating healthy.

Sting: Varicose veins or paresthesia from back nerve.