Lock implementation using atomics
I think the main problem of your implementation is that lock() performs Busy waiting. This will cause a thread that is waiting to get the lock to repeatedly waste CPU-cycles by polling (multiple times in one time slot) whether the lock has been released. 

Easiest fix for that is to perform a call to Thread.yield() after trying to acquire the lock. This will cause the thread to exit its time slot and therefore let the other threads do their work.

public void lock() {
    while (true) {
        if (locked.compareAndSet(false, true)) {
            threadLocal.set(true);
            return;
        }
        Thread.yield();
    }
}


Oh and I would rename the method unLock() to unlock() since it is an existing english word.