The top chart is called a 'candle stick chart' or 'OHLC candlestick' or 'OHLC bar chart' http://multicharts.com/trading-charts
When the price goes down during a time interval (from O to C) the box is filled in orange, when the price goes up it is green bordered with black inside. The exact colors are a matter of taste, as long as they are clearly different to the eye. The box has an up and a down spike giving the min L and the max price H during the interval. The box itself extends from O to C (or C to O) along the vertical dimension.
Volume is how many BTC were traded during each time interval (looks to me like "time interval is 5 minutes, i.e. 12 an hour).
Second chart (at bottom) with 'a valley' in green and orange is 'depth of book'. It shows how many BTC are (right side, orange colour) offered, and how may are bid (left side, green) at a certain price or better. The price is on the x axis. The bottom of the valley is where the market price is currently. This chart is a 'point in time' snapshot. (The OHLC chart on the other hand is historical).
For more info on the cumulative depth of book chart see here bitcointalk.org/index.php?topic=147716.0 . It lets you see, for example, how many BTC you could sell instantly if you were willing to accept a rather bad (low) price.