When I was reading a photography website about High Dynamic Range techniques, the website shows some very impressive pictures.

Here is one of the impressive photos.

some more example of HDR

High dynamic range means photos with dynamic range higher than the maximum range offered by your camera's sensor.

My understanding is, HDR is used for situations that you cannot take the picture with "normal" settings of your camera; a composition of very bright to very dark areas on the same picture.

Here is a perfect example, the Sun was so bright that makes no camera can manage to take the photo with correct exposure of the sky and the sea. Without HDR technique, this picture would be a totally over exposed sky + a totally under exposure sea.