Artificial intelligence chatbots are the vanguard in technology-based intervention to change people's behavior. To develop intervention chatbots, the first step is to understand natural language conversation strategies in human conversation. This work introduces an intervention conversation dataset collected from a real-world physical activity intervention program for women. We designed comprehensive annotation schemes in four dimensions (domain, strategy, social exchange, and task-focused exchange) and annotated a subset of dialogs. We built a strategy classifier with context information to detect strategies from both trainers and participants based on the annotation. To understand how human intervention induces effective behavior changes, we analyzed the relationships between the intervention strategies and the participants' changes in the barrier and social support for physical activity. We also analyzed how participant's baseline weight correlates to the amount of occurrence of the corresponding strategy. This work lays the foundation for developing a personalized physical activity intervention chatbot.