This is the original experiment:
http://www.youtube.com/watch?v=9hKidYAuWNE
This is my attempt:
http://www.youtube.com/watch?v=tXLD9ZGOlco

The materials I used are different, but concept is the same

You may get better answers if you post this on the science board rather than electrical lighting. Most folks here are electrical installers or electricians. Have you first confirmed the bulb on the right works in a conventional socket?

I tested the bulb it works fine, but the conventional socket, I'm not sure, I thought it will, but it is my thought, and my thoughts are usually stupid.

Take the socket you are using for this experiment, disconnect the coil and apply 120 vac to the two terminals. Slight chance your socket could be faulty