The fine crystalline structures of two polyethylenes have been investigated with annealing and fractionation techniques via modulated differential scanning calorimetry. The molecular structure and polydispersity of both high-density polyethylene and low-density polyethylene have been characterized by multiple-step annealing and successive self-nucleation/annealing thermal fractionation methods. The effects of annealing on the crystallinity and mechanical properties and the possible mechanism of the formation of the different fine crystalline structures related to the macromolecular chain motion for the two polyethylenes have also been studied and analyzed according to detailed annealing and fractionation processes. (C) 2003 Wiley Periodicals, Inc.