This gas is all at roughly the same pressure (otherwise it would expand or contract), so hotter gas is lower density.
Neutral hydrogen is detected with radio telescopes looking at
the 21cm line of the hydrogen atom.
Dense, cold gas is detected with radio telescopes looking at
molecular emission lines like CO
Density ~ 106 atoms/cm3
Molecular gas clouds are often associated with regions of dense dust
Why are molecular clouds so cold?