According to www.apartmenttherapy.com/reverse-your-ceiling-fan-direction-and-save-energy-138867:
In the summer months, the slightly angled blades of a ceiling fan turn counterclockwise to move air down, making people feel cooler due to a concept known as the wind chill effect. During winter, the warm air generated by your heating system naturally rises to the ceiling while cooler air sinks. By switching the direction that your fan blades turn, that cooler air is drawn upwards, which forces the warmer air near the ceiling back down into the space. How does this save energy? Since thermostats are typically located at human level, keeping the warm air low where it’s needed means you can turn the your thermostat down a few notches and still stay warm.