There are two main types of exercise that you can do - aerobic and anaerobic. The first one, aerobic, means with oxygen. Aerobic type exercise has an important distinction, it burns fat as the main fuel.
Anaerobic on the other hand, burns sugar as the main source of fuel. Despite common myths, exercise doesn't have to be drastic in any way to provide massive benefits. Even if you choose light exercise, you will still burn fat.
Light exercise will clear out lactic acid, which is a waste of the body, and stimulate your cells to regenerate. To be sure that you are burning fat rather than sugar, it's very important to make sure that you are doing several things as you exercise.
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