Prepare grill for direct cooking.
Heat olive oil in small saucepan over low heat.
Cook one minute.
Remove from heat and cool slightly.
Whisk in lemon juice, salt, and pepper until salt is dissolved.
Stir in capers and oregano.
Place swordfish on oiled grill over medium heat.
Grill 7 to 8 minutes, turning once or until fish is cooked in the center.
Serve fish with lemon juice mixture.
Garnish with lemon slices.
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