The Paralympic champion took to the witness box for the seventh day as Nel continued his cross-examination of the double amputee.
Pistorius is accused of murdering his girlfriend Steenkamp, whom he shot dead through a bathroom door at his home in Pretoria on Valentine's Day last year.
During today's proceedings, the 27-year-old told the High Court that he was "heartbroken" when he saw the body of the South African model in the bathroom after he fired four gunshots.
Nel wrapped up his cross-examination by telling Pistorius: "Your version is not only untruthful but it's so improbable that it cannot be reasonably, possibly true."
Pistorius replied by saying, "I don't agree," before Nel continued: "You shot four shots through the door while knowing she was standing behind the door, while knowing she was talking to you. She was locked in the bathroom and you armed yourself with the sole purpose of shooting and killing her, and that's what you did."
The athlete denies premeditated murder by claiming that he mistook Steenkamp for an intruder when he fired the shots.