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Analyses of genomic DNA sequences have shown in previous works that base pairs are correlated at large distances with scale-invariant statistical properties. We show in the present study that these correlations between nucleotides (letters) result in fact from long-range correlations (LRC) between sequence-dependent DNA structural elements (words) involved in the packaging of DNA in chromatin. Using the wavelet transform technique, we perform a comparative analysis of the DNA text and of the corresponding bending profiles generated with curvature tables based on nucleosome positioning data. This exploration through the optics of the so-called `wavelet transform microscope' reveals a characteristic scale of 100-200 bp that separates two regimes of different LRC. We focus here on the existence of LRC in the small-scale regime (≲ 200 bp). Analysis of genomes in the three kingdoms reveals that this regime is specifically associated to the presence of nucleosomes. Indeed, small scale LRC are observed in eukaryotic genomes and to a less extent in archaeal genomes, in contrast with their absence in eubacterial genomes. Similarly, this regime is observed in eukaryotic but not in bacterial viral DNA genomes. There is one exception for genomes of Poxviruses, the only animal DNA viruses that do not replicate in the cell nucleus and do not present small scale LRC. Furthermore, no small scale LRC are detected in the genomes of all examined RNA viruses, with one exception in the case of retroviruses. Altogether, these results strongly suggest that small-scale LRC are a signature of the nucleosomal structure. Finally, we discuss possible interpretations of these small-scale LRC in terms of the mechanisms that govern the positioning, the stability and the dynamics of the nucleosomes along the DNA chain. This paper is maily devoted to a pedagogical presentation of the theoretical concepts and physical methods which are well suited to perform a statistical analysis of genomic sequences. We review the results obtained with the so-called wavelet-based multifractal analysis when investigating the DNA sequences of various organisms in the three kingdoms. Some of these results have been announced in B. Audit et al. [1, 2]. [ABSTRACT FROM AUTHOR]