Calorie is the non-SI unit of measurement for energy. The SI unit of measurement for energy is joule. There are two types of calories:

Small calorie (aka gram calorie) is the energy needed to increase the temperature of 1 g (gram) of water by 1 degree Celsius (1.8 Fahrenheit).
1 cal equals to 4.184 joules (cal is the symbol for gram calorie)

Large calorie (aka kilogram calorie) is the energy needed to raise the temperature of 1 kg (kilogram) of water with 1 degree Celsius (1.8 Fahrenheit).
1 kcal equals to 4.184 kilojoules = 4184 joules = 1000 cals (kcal is the symbol for kilogram calorie)

Although not a SI unit kilocalories are still the most common measurements for food energy. Hence the most common misconception that occurs when we talk about calories in food – despite we read calories or cals on food packages, the labeling actually refers to kilocalories when we talk about food.

For example: If a pack of crackers has 400 calories (or cals), it turns out that the calories (or cals) marked on the crackers package are actually kilocalories (or kcals), so it would be correct if written 400 kilocalories (or 400 kcals), but usually it’s not.

Often the word “calorie” (referring to kilocalorie) is capitalized (Calorie) in order to be distinguished from the small (gram) calorie, but this is not effective outside the specific context, so it’s practically useless.

The name “calorie” (referring to kilocalorie) is often used in medical sciences and non-scientific contexts. Whereas, the name “calorie” (referring strictly to the gram calorie) is used in scientific contexts such as chemistry and physics. Here’s why it is needed to be inferred from the context whether the gram calorie or the kilogram calorie is intended.

When we talk about exercises the same rule as in non-scientific context applies.

For example: If you normally burn 100 Calories (or cals) on the treadmill technically that refers to 100 kilocalories (or kcals).

Source: http://en.wikipedia.org/wiki/Calorie