The orbitals oriented along axis have electron density along the axis.
Orientation of 2p orbitals are as follows:

Orientation of {d}_{{z}^{2}}&{d}_{{x}^{2}-{y}^{2}}:
,
Thus, {p}_{x},{p}_{y},{p}_{z},{d}_{{z}^{2}}&{d}_{{x}^{2}-{y}^{2}} are axial orbitals.
The orbitals dxy,dyzanddxz are oriented between the axis.