Yes, Density increases when pressure increases and decreases when pressure decreases. Think of a deep ocean. Pressure increases with depth as you have all the water above pushing down. Also temperature has a relationship with density. Density increases as water becomes cooler e.g further a way from the sunlight and also pressure can make things cooler. As you go deeper generally the colder it can get (vents and volcanic activity obviously can increase temperatures on parts of the sea floor)
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