Humidity is the amount of water vapor in the air. (Remember that water vapor is a gas, not a liquid.)
Air has many different kinds of molecules: nitrogen, oxygen, and water vapor, for example. Nitrogen molecules are heavier than oxygen molecules and oxygen molecules are heavier than water vapor molecules.
Nitrogen and oxygen molecules collide with other molecules forcefully, whereas the lighter water vapor’s collisions are less powerful. The water vapor molecules don’t travel far after a collision, so they collide more frequently.
Therefore, as humidity increases (more water vapor in the air), air pressure decreases, and as humidity decreases, air pressure increases.