Air compresses (change in volume) and it creates pressure. It's the internal energy (momentum of each molecules) creates that pressure. But in liquids as it can't be compressed (may be by .3% if I am sure about water) it can't be pressurised, right? This is only possible by an external force on water itself. Does it means that work done to generate same pressure on liquid is lower than gas?
In this case pressurized water holds less energy that pressured gas of same pressure.
This is my thought, could someone tell me my thought is right or wrong?