Here is a Bare Bones Arduino clone - with nothing attached to the Analog pins. The signal here on a Bare Bones board is more "clean" than my old arduino duemilanove.
Here I'm just reading another pin at the same time ... you wouldn't expect that to change the voltage level BUT IT DOES !!!!
Here I just stuck a wire in A2 - look what changes happen with just a wire ! Wire is like a GIANT amplifier !
with a regular jumper wire like this.
And now with some Aluminum Foil wrapped around the end of the wire EVEN BIGGER AMPLIFIER !