Here, quick find from an about.com article:
Weight lifting definitely burns calories; in fact, it often burns more calories per minute than performing endurance exercise. The problem is that most people fatigue quickly when lifting weights, and therefore cannot perform the exercise as long as they can walk, bike or use an elliptical machine. The end result is that the total calories burned per exercise session tends to be higher for those who do endurance exercise first, simply because the can exercise longer.
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