Contrary to popular belief, there is more than only one level of intensity you can train at in your gym routines. There is no requirement to constantly train at your maximal level, and in fact, believing that you must completely destroy yourself in the gym every workout will sabotage your gym routines severely.
When you first start training, the intensity of your gym routines should be sufficiently mild enough that your body may adapt to the concept of constantly damaging and then repairing itself. If you have not trained for many years (or ever), then going full bore is a great way to permanently injure yourself. So let's analyze the various intensities you may train at.
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1. Intense Training
Intense training is when you take each set until the 2nd last rep you can complete in good form. This level of training, over the long term, will pack muscle onto your body and is a very effective method of training in your gym routines. Obviously, it is very difficult to judge when the 2nd last rep has been reached, and you will actually have to train to failure first to know where it is.
2. Very Intense Training
Very intense training is when you take each set to failure. That is, when you can't complete another rep with good form. This level of intensity will massively increase your strength and will pack on muscle. However, it is not very possible to consistently maintain this level of training. It requires immense mental fortitude, and will physically exhaust you. It is best to use this level in short bursts.
3. Brutal Training
Brutal training is when you train to failure and complete a static isometric hold before completing the set. This level of intensity in your gym routines will completely exhaust you mentally and physically. You will actually not be able to move the targeted muscle for a few minutes. When training your legs in this method, you will be physically unable to walk for up to an hour.