I've solve the problem... and in my case it was ridiculous
The pen has two batteries: one to control de back-purple button. This battery also connects the pen with Surface and lights on the green light in the pen. The AA batterie it's exclusively for pen's tip (and writing).
In my case the AA batterie was empty, the pen seems to work (the purple button worked, the pen was connected with Surface) but the pen didn't work. That's why I thought that it wasn't a battery problem... but then is when I realized that there are two kind of batteries inside the pen!!!
I've change the AA batterie with a new one (check the + and - position) and everything started to work ok.
Hope it work for you too!