You might be writing your file in a different location. Check the current directory under which the php page is run, and try to specify an absolute path to fopen rather than a relative one.
dirname(realpath(__FILE__))
will return the path to the folder where the current php file is stored, so you can generate absolute paths through that.
Edit: I'd also suggest doing some error checking around fopen, so that you know if the file was really opened.
Extra
You should really change your mysql_*
calls to at least mysqli_*
or PDO. The original mysql extension is old, doesn't support prepared statements and has been deprecated (and is due for removal).