[link|http://64.233.167.104/search?q=cache:JlqvbT8XRWkJ:www.natf.org/documents/psycoa.pdf&hl=en&ie=UTF-8|Psychoacoustics]:
Low Freq. waves are very long and non-directional.
High Freq. waves are very short and very directional.
The wavelength of a 20 Hz sound is 56.5 feet, so it's not directional the way a 4000 Hz sound with a wavelength of 3.3 inches is.
Cheers,
Scott.