I watched it and several other gameplay videos and the boxes in the bottom left of the HUD show grenade type, Focus ability, weapon and ammo count. In the E3 reveal I noticed as the warlock threw a grenade or used his nova bomb the corresponding box would empty and then fill back up in the same manner as when the blue orbs are picked up in this video, but they would fill all the way up as the ability was ready to be used again. So my first thought was perhaps this is an example of special color coded ammo and it is showing how much has been picked up. However, I just can't bring myself to believe that is the case it just doesn't quite add up. It doesn't help that every different video and every different character whose perspective we see has a different number of boxes in the bottom left of their screen with different symbols in them.