It depends on what data you are looking for specifically. All give the "average price" within a certain time period, they just do it on different scales (simple, exponential, triangular or weighted).
Do you want to see the Mean price? Closing price? Weighted price? Typical price? Those options are in the "chart type" menu.
If none of that makes sence to you, start reading:
http://www.investopedia.com/university/technical/