Continuous-conversion vs Single-Conversion mode
It's all in the name:


Continuous - the device does conversions repeatedly and automatically at some defined rate.
Single - the device only does a conversion when you instruct it to. This means if you want one sample, you simply ask for one. If you want ten samples, you have to ask for a sample ten times.
Power Down - the device is powered down. It does no conversions and the power consumption is reduced. This is a low power/sleep state.