Tried looking for them, but could't find any documentation on them on. Looks like they are mostly software sensors.
Here's the list that I have found. I have written a simple app that displays all the sensors and shows there values. Not to mention that, only for the ones that are documented. For the ones not documented, you can only see it's details.
There are only a few which appear on developer.android.com.
Here's an excerpt from the announcement.
New types of sensors
In Android 5.0, a new tilt detector sensor helps improve activity recognition on supported devices, and a heart rate sensor reports the heart rate of the person touching the device.
New interaction composite sensors are now available to detect special interactions such as a wake up gesture, a pick upgesture, and a glance gesture.
Since there's no documentation, for some of them, I don't really know what they do. The only thing that gives you a clue is the sensor name. And, I don't know how to work with them as well.
Update: Seems, the documentation is coming soon. XDA picked this up.