Prickly pain in the leg indicates frayed and frazzled nerves. The nerves are therefore misfiring. One feels prickly pain that comes on suddenly in the leg.
Stand under a hot water shower and let hot water run down the leg or use the showerhead and let the hot water jets spray at the leg. This eases muscle and nerve tension and gets rid of leg pain and nerve pain. Then put some vapor rub on the leg.
Sometimes prickly pain in the leg comes on even when the ambient temperature is very hot.