This is a transverse wave wave, such as a wave on a string. The wave is moving to the right, but the individual points on the string, such as those indicated by red and blue dots, are moving up and down (perpendicular to the direction of motion of the string). You can convince yourself that the red and blue dots are really moving up and down (not backward or forward) by positioning the cursor just below one of them.
This is a longitudinal wave, such as a compression wave in a fluid. This wave is also moving to the right, as you can see by noting that the region of compression (where the particles are close together) gradually moves to the right. But each individual particle moves back and forth parallel to the motion of the wave itself.