What you are looking at is the trajectory of a particle that is moving in accordance with a fairly simple collection of equations. If the particle starts at $(-1,0,1)$, it traces out the curve in the first diagram; if it starts at $(-1,3,1)$, it traces out the second.
These two diagrams don't really illustrate "sensitive dependence on initial conditions". What that means is that even if two particles start out very near each other, say, one at $(-1,0,1)$ and the other at $(-1,.0001,1)$, they will only stay close for a little while, and then they will move very far apart (while staying on the attractor).
To see sensitive dependence, try < or <
What the two diagrams do show is how complex the individuals trajectories are.