This information is taken from RFC 793 (RFC = Request For Comments) and it describes the different stages in a connections lifetime.
LISTEN........: represents waiting for a connection request from any remote
                fTCP and port.

SYN-SENT......: represents waiting for a matching connection request after having
                sent a connection request.

SYN-RECEIVED..: represents waiting for a confirming connection request acknowledgment
                after having both received and sent a connection request.

ESTABLISHED...: represents an open connection, data received can be delivered to the
                user.  The normal state for the data transfer phase of the connection.

FIN-WAIT-1....: represents waiting for a connection termination request from the remote
                TCP, or an acknowledgment of the connection termination request previously
                sent.

FIN-WAIT-2....: represents waiting for a connection termination request from the remote
                TCP.

CLOSE-WAIT....: represents waiting for a connection termination request from the local
                user.

CLOSING.......: represents waiting for a connection termination request acknowledgment
                from the remote TCP.

LAST-ACK......: represents waiting for an acknowledgment of the connection termination
                request previously sent to the remote TCP (which includes an acknowledgment
                of its connection termination request).