Here's why:
* Metaphor: A metaphor directly compares two unlike things without using "like" or "as." In this case, a pen (a writing instrument) is being compared to something that could be worn in a pocket, like a small knife, a lighter, or a wallet.
* The sentence implies: You are carrying something in your pocket that feels like or resembles a pen.
The sentence plays on the listener's imagination to create a sense of mystery or intrigue about what exactly is in the speaker's pocket.