I agree with Sue about the haze. :) What I like best about this photo is that it's not just about the crowds. Most of this photo is comprised of buildings, signs and wires which look just as haphazard, crowded and hectic as the people below. It really adds to the busy/stuffy feel. I'd say it's more clausterphobic than agoraphobic. :p
Yes, the haze is part of the atmosphere (so to speak) for sure. This was wintertime when it's extremely stagnant, though fortunately not hot (70-75 F daytime, quite cool at night.) You can see at best half a mile, due mainly to the thousands of cart-like taxis that have high-polluting 2-stroke engines. Glad you liked the shot!
At first, I was going to ask if there was a way to have gotten rid of the haze, but 1) it's real to the scene (open fires/car pollution?), and 2)it adds to the oppressive mood of the crowd and canyon-like passage of the street amongst the buildings. No fresh air, no breeze, suffocation. There are many subtle details which make this a marvelously effective image. Thanks for posting; I've learned a lot about conveying an emotion from this.