Hi Ron, welcome to the forum, be careful not to confuse the mode of action of your basal(long acting) v rapid (quick acting) insulin!
If you change your daily routine significantly you first need to look at adjusting your basal insulin e.g. more exercise reduce you basal insulin. (basal insulin adjustment may take two to three days before you see the result, do not adjust by more than 1unit at a time)
As you surmise, if you eat without taking your quick acting insulin, your food which is converted into glucose will not be converted into energy for your muscles, but stay in your blood causing your bs levels to rise. Also what you are seeing at present is that by exercising your body is becoming more sensitive to the insulin you are taking.