My PL/SQL User's Guide and Reference indicates that you can do both. The syntax is: 
WHENEVER SQLERROR {EXIT [SUCCESS|FAILURE|WARNING|n|variable] [COMMIT|R
+OLLBACK] | CONTINUE [COMMIT|ROLLBACK|NONE]}

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That is, you can EXIT or CONTINUE, and in either case, you can COMMIT or ROLLBACK. So just do EXIT and ROLLBACK. It should work.
Caution: Contents may have been coded under pressure.

In reply to Re^3: (OT) sqlplus rollback on error by Roy Johnson
in thread (OT) sqlplus rollback on error by rashley

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