Localizing audio sources is challenging in real reverberant environments, especially when several sources are active. We propose to use a neural network built from stacked convolutional and recurrent layers in order to estimate the direction of arrival of multiple sources from a first-order Ambisonics recording. It returns the directions of arrival (over a discrete grid) of a known number of sources. We propose to use features derived from the acoustic intensity vector as inputs. We analyze the behavior of the neural network by means of a visualization technique called layerwise relevance propagation. This analysis highlights which parts of the input signal are relevant in a given situation. We also conduct experiments to evaluate the performance of our system in various environments, from simulated rooms to real recordings, with one or two speech sources. The results show that the proposed features significantly improve performances with respect to raw Ambisonics inputs.