High-pressure injection-molded polyethylene (PE) rods are studied by ultra small-angle X-ray scattering from synchrotron during the heating of the polymer. Injection of a cool melt into a cold mold yields highly oriented PE rods with a core-shell structure. Samples from both the core and the shell material are studied. The two-dimensional scattering patterns are evaluated utilizing the multi-dimensional chord distribution function (CDF) analysis. From the obvious evolution of the nanostructure during successive crystallite melting, the sequence of processes occurring during crystallization is elucidated. First, nuclei form one-dimensional lattices with short-range order along the fiber axis. From this row structure, lamellae grow with wide lateral extension. An indication of an intermediate block structure is observed. Finally two steps of insertion crystallization result in two long period halvings. Increase of the mold pressure increases the lateral extension of the inserted lamellae in the shell material. In the core material a uniform row structure is absent. Extended primary lamellae form stacks with decreasing long periods before insertion crystallization takes over. But crystallites inserted in the core material do not form extended lamellae. Each of these steps leaves its footprint in the nanostructure and the corresponding scattering pattern. After CDF interpretation of the heating series, the room temperature pattern can be explained. The strong two-point pattern is associated with the primary lamellae and the intensity ridge extending along the meridian results from irregular insertion of lamellae. When the row structure is observed in the CDF, the fiber pattern exhibits equatorial scattering. Domain roughness generates a strong background scattering, which cannot be separated in one step. For the presented material it is shown that iterative background subtraction eliminates the scattering effects of the imperfect (i.e, inserted) lamellae.