Knotty structures of Herbig-Haro jets are common phenomena, and knowing the origin of these structures is essential for understanding the processes of jet formation. Basically, there are two theoretical approaches: different types of instabilities in stationary flow, and velocity variations in the flow. We investigate the structures with different radial velocities in the knots of the HL Tau jet as well as its unusual behaviour starting from 20 arcsec from the source. Collation of radial velocity data with proper motion measurements of emission structures in the jet of HL Tau makes it possible to understand the origin of these structures and decide on the mechanism for the formation of the knotty structures in Herbig-Haro flows. We present observations obtained with a 6 m telescope (Russia) using the SCORPIO camera with scanning Fabry-Perot interferometer. Two epochs of the observations of the HL/XZ Tau region in Halpha emission (2001 and 2007) allowed us to measure proper motions for high and low radial velocity structures. The structures with low and high radial velocities in the HL Tau jet show the same proper motion. The point where the HL Tau jet bents to the north (it coincides with the trailing edge of so-called knot A) is stationary, i.e. does not have any perceptible proper motion and is visible in Halpha emission only. We conclude that the high- and low- velocity structures in the HL Tau jet represent bow-shocks and Mach disks in the internal working surfaces of episodic outflows. The bend of the jet and the brightness increase starting some distance from the source coincides with the observed stationary deflecting shock. The increase of relative surface brightness of bow-shocks could be the result of the abrupt change of the physical conditions of the ambient medium as well as the interaction of a highly collimated flow and the side wind from XZ Tau.