Line a baking sheet with foil. Pat dry the salmon with a paper towel and place it skin down on the baking sheet.
Make a marinade using oil, pepper, salt, and cayenne pepper. Pour the marinade over the salmon and coat it completely with the marinade. Transfer it to the oven.
Bake it for 13-15 minutes until the fish flakes easily with a fork (see notes). Broil it for a quick minute on low if you like the top of the salmon crisp.
Sprinkle with lemon juice right before serving. Serve hot.
Notes
Baking time for the salmon depends on its thickness. As a rule of thumb, for every half inch of salmon, bake it for 5-6 minutes.