This is a type of draw called stalemate.

The aim of chess is checkmate. There are different types checkmate (smothered mate, Anastasia's mate etc.) Smothered mate is when the king is surrounded by his own pieces and a knight which can jump over the pieces. Another mate is called back rank mate where three pawns are in front of the king a rook is own the same rank as the king and can be avoided by moving the H pawn so that the king has somewhere to go. 2 move checkmate is the quickest type of mate and only takes two moves to accomplish.