Air pressure changes with altitude because of issues related to gravity. Molecules have more weight the closer they are to the Earth and more of them move to lower elevations as a result; this causes increased pressure because there are more molecules in number and proximity. Conversely, air at higher elevations has less weight, but also forces pressure on those layers below it, resulting in the molecules closer to the Earth supporting more weight, increasing the pressure.
In weather, air pressure plays an important part of forecasting. Both high and low pressure affect the conditions when one walks outside.
As air cools and rises in low pressure area, it form condensation and clouds that will culminate in a rain storm; in a high pressure system, the weather is relatively stable.
As air pressure is a constant in weather, news reports include a "high" and "low" pressure indicator. The science has developed an indicator for measuring the density of the air in any given place. Pressure in high is recorded in hectoPascals.
In a high pressure system in the Northern Hemisphere, winds blow clockwise and the air moves toward the Earth. In a low pressure system the air moves in a clockwise direction and rises, causing clouds as it cools.