Simpson's Rule uses parabolas to approximate the curve, represented in the above diagram by parabolas
f1--f2--f3 and f3--f4--f5. Simpson's Rule can be expressed as:
(f1/3 + 4f2/3 + 2f3/3 + 4f4/3 + ... + 2fN-2/3 + 4fN-1/3 + fN/3)*dx
Simpson's Rule requires an even number of intervals (steps).