Companies that fall into the Consumer Durables sector make things that you use every day and that last a long time. An example of such a product is a washing machine. Very often, Consumer Durables companies are slower growing, mature firms. The Energy sector is made up of a number of different types of companies, ranging from integrated oil giants, to smaller natural gas producers. This group tends to move in line with the price of the commodity in which the company operates, meaning that as oil prices rise so do the prices of oil companies.
Finance is also a broad sector.
It encompasses everything from insurance, to brokerages, to banks, to Real Estate Investment Trusts. In general, the sector is very dependent on interest rates. When rates go up, the Finance sector tends to move lower, and vise versa. The Industrial Cyclical sector tends to do just what its name suggests, it cycles from good to bad. These companies generally provide the machines that create the products that you eventually buy.