Maybe Mt. Gox is running out of Bitcoins. Here's the Mt. Gox and BTC-E order books:

Mt. Gox order book. USD/BTC.


BTC-E order book. USD/BTC.


Bitstamp order book. USD/BTC.

Looks like a lot of money is trying to get out of Mt. Gox by buying Bitcoins and selling them on other exchanges at a big loss.