So you can move this lump. Is this lump, or was it ever red or warm to touch?
Do you recall being bitten by anything (an insect) or scratched or cut by anything causing the skin to break? Do you see any puncture mark in the lump or anything unusual?
Did applying heat to the area help at all?
I still suggest that you see a health care provider to have this evaluated. I know this is very concerning to you and you want to remain active and not have this pain. So get it checked out and let us know what they say. In the meantime, I would not manipulate it and try the heat compresses.
The pain doesn't appear to be on the bone itself. Last night I would find where it hurt, then move my skin over to the side slightly and then press on the same place on the bone. This caused no pain. But if I pressed on the area just off the bone (the skin I moved slightly to the side) then I would have some mild discomfort, not as bad as when my skin was in the correct positon over the bone.
I do bruise very easily, but I can't see a bruise and it is a sharp pain and only in an extremely small area.
Have you tried any hot compresses on it? If you are concerned and you say this is not a lump, then you should probably have a doctor evaluate it since I cannot diagnose over the forum. I can't say if it is in your skin or subcutaneous tissue (fat layer under the skin) or bone. So if it concerns you, get it checked out to be on the safe side.
There is no lump. No fever. Just very localized pain in one small spot about the area of a dime. I have no memory of hitting my leg on anything recently. No redness or swelling on my leg either.
Did you bump it? Is the lump hard or soft? Can you move the lump around? Is it red? Are you running a fever?
If you answered no to the above questions, then you need to be evaluated by a doctor to see what is causing the problem.