How important is the fact that I removed the file cluster-service.xml from the deploy folder?
This step was necessary because my local Oracle database also uses Port 1521 like the cluster-service does.
Ok, JNDI lookup works now. The winning tip was to prefix the lookup with a java:/ in jboss.xml.
But I cannot connect to Oracle. I have opened a new thread for this question. See http://jboss.org/forums/thread.jsp?forum=46&thread=14883