I'm not entirely sure about E (level) (MeV) since I've never had to use it, but my best guess is that it is the energy of the excited nucleus. Just as electrons can be in excited levels, the nucleuons in the nucleus can as well.
Yes, that triangle is a delta and does signify change, but again I'm not sure of what. At first I assumed it was the mass defect, but if you calculate it yourself, you'll see that's wrong. Here is the formula for calculating mass defect
[Z(mass Hydrogen) + (A - Z)(mass of neutron) - (mass of isotope with atomic number Z and total nucleons A)] * 931.5
Where masses are in amu and the constant is [MeV/amu]. I got the masses from Fundamentals of Nuclear Science and Engineering by Shultis and Faw, but you can find them here:
http://physics.nist.gov/cgi-bin/Compositions/stand_alone.pl?ele= A neutron's mass is 1.008665 amu, since that isn't listed there.
Notice that the mass defect is given in terms of energy, this can also be called the binding energy. Finding the difference in binding energy will give you the "Q value" (amount of energy released) of the reaction.
Here's an example of fusion of deuterium (Hydrogen with one neutron) and tritium (Hydrogen with two neutrons), the fuel that is to be used in ITER.
The reaction is:
D + T => He + n
Using the equation above, you can find the mass defects are
D => 2.224587 MeV
T => 8.481877 MeV
He => 28.29586 MeV
Now, the binding energy of the product minus the binding energy of the reactants.
BE(
4He) - BE(
2H) - BE(
3H)
28.29586 - 2.224587 - 8.481877 = 17.5894
So, from one reaction of a deutron and triton, you get about 17.6 MeV, unfortunatly most of the energy goes to the neutron, and can't be immediatly converted to useful energy.
Using the Q calculator, you can find this is a good answer
http://www.nndc.bnl.gov/qcalc/
You might be temped to use the calculator altogether, but I suggest you do a couple calculations on your own before using it.