The changes in the two axial long periods of injection moulded oriented linear polyethylene (PE) with a shish-kebab structure have been investigated as a function of temperature by ultra-small angle X-ray scattering (USAXS) using synchrotron radiation. The aim of the present study is to investigate the origin of both periodicities and to establish whether both scattering maxima are mutually related. The gradual transformation of the initial two long periods, L-1 = 36.4 and L-2 = 65.7 nm, measured at room temperature to the final single long period L-f = 120 nm at T = 130 degrees C has been demonstrated on high molecular weight oriented PE samples. The detection of such high long periods (up to 150 nm for these samples) has been possible, for the first time, thanks to the use of the new high resolution USAXS beam line at the DORIS-bypass, DESY. On the other hand, low molecular weight PE shows, at room temperature, one long period corresponding to an oriented structure with a wide lamellar distribution. The coherently diffracting domains in the chain direction and the mean orientation of the lamellae derived from the azimuthal scanning of the SAXS profiles have also been examined as a function of temperature. The changes of the long period L-1 with temperature are shown to be independent from the changes of the L-2 periodicity. From the results it is concluded that the oriented shish-kebab structure, in the high molecular weight samples, consists of two separate populations of lamellar stacks with the layer normals parallel to the injection direction. During annealing only the thinner lamellae increase in thickness until they reach the size of the thicker ones at about T = 130 degrees C. For higher temperatures than T = 137 degrees C the scattering maxima vanish suggesting that the lamellae melt. Finally, after cooling from the melt the lamellae crystallize epitaxially on the preserved oriented shish fibrils and both stacking periodicities L-1 and L-2 appear again.