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An ensemble of periodically ordered atoms coherently scatters the light of an incident laser beam. The scattered and the incident light may interfere and give rise to a light intensity modulation and thus to optical dipole forces which, in turn, emphasize the atomic ordering. This positive feedback is at the origin of the collective atomic recoil laser (CARL). We demonstrate this dynamics using ultracold atoms confined by dipole forces in a unidirectionally pumped far red-detuned high-finesse optical ring cavity. Under the influence of an additional dissipative force exerted by an optical molasses the atoms, starting from an unordered distribution, spontaneously form a density grating moving at constant velocity. Additionally, steady state lasing is observed in the reverse direction if the pump laser power exceeds a certain threshold. We compare the dynamics of the atomic trajectories to the behavior of globally coupled oscillators, which exhibit phase transitions from incoherent to coherent states if the coupling strength exceeds a critical value. © 2005 American Institute of Physics [ABSTRACT FROM AUTHOR]