It's clearly a problem with underexposure.
Are you familiar with the exposure triangle? It seems that you aren't. Here's a good question with some useful answers on that.
S mode means that you set the shutter speed that the camera uses and then the camera decides what to make out of the rest of the exposure triangle. If the ISO is fixed, there's only one parameter left and that is the aperture. You can only open up the aperture to a certain extent and if you don't have a fast lens (read "large aperture"), you have to work with limited light.
CL (abbr. for Continuous Low) on a Nikon only means that the camera will take consecutive photos at a fixed frame rate that you can set in the menu (unlike CH which means that it will shoot as fast as it can) and has little or nothing to do with exposure.
Can you quote the exposure settings of a photo that is too dark? We can work from there.
There's a concept that some call "building the exposure". You need to known where you need your exposure parameters for the specific scenario to get proper exposure. If we're talking about sports, here's how I'd personally do it:
- Figure out the shutter speed I need to "freeze" the subject. That might be as low as 1/500 or as high as 1/4000. This is trial and error - take a few frames and review them - if they're blurry, you need higher speed; if they're not, you can try to go slower to gain some light; if you intentionally want to blur the background from movement (that's usually called "panning"), then intentionally set a lower speed, e.g. 1/100, and track the subject as it moves.
- Figure out what aperture I need. That's limited by the lowest f-stop of the lens. If you don't care about how much is in focus, use a low numeric value (which means wider opening, which in turn means more light). If you need more things in focus (e.g. two subjects at different distances), use a higher numeric value and keep in mind that this cuts the light you have.
- Figure out the ISO setting that gives a proper exposure after setting the previous two. The exposure meter inside the viewfinder of the camera can help with that. It looks like this:
It might be with the minus on the left and plus on the right, it's just a matter of preference and can be set in the menu. Indication towards the plus means overexposure; indication towards the minus means underexposure; this is all what the camera "thinks" and the camera can sometimes be confused, so you have to account for that too. The ISO you choose depends on the camera - the higher the setting, the more noise and grain is introduced and it's up to you to decide with what amount of that you're comfortable.