Tia:
According to the ideal gas law PV=nRT. Avogadro's n is a constant, and we can pretend that R and T are as well (to make it simple enough for me to handle). So, P (pressure) is proportional to 1/V (volume). Since density is mass/V, then P is directly proportional to density.
my 'A' level Physics (failed) is some 30+ years behind me, but as I recall it the required formula here is PV/K (pressure*volume/temperature) is constant thus as temperature falls as one goes down in the water, using the above, Pressure and density are not directly proportional.

Nigel