Peanut butter and Saltines or Ritz Crackers are pretty dense and have about the right amounts of carbs, fats and proteins. I use 30% fat and 10% protein as a target for my trail diet. You need fats for current energy and proteins to rebuild at night. Not all peanut butters and crackers are equal. Prepackaged ones are pretty much junk. Adams peanut butter is a good choice and is available in King Soupers.
I've found I have to include a lot of nuts to reach the density goal and to have a lot of fat.
Fried dehydrated bananas are also pretty dense and are about the only significant source of potassium I can find.
Grain cereals are also very good. You don't have to cook them, but I suspect they would be pretty nasty if you didn't.
Chocolate chips or carob chips are good to add calories and putting a teaspoon or so in hot cereal adds a great flavor.
Potato chips are good for calories and increasing fat.
In my link, I have some recipes. They are mixed in with other things. They all give 3,000 calories per 1.5 pounds and provide a good nutritional mix.
As Aimless pointed out, water carried or water in the food is the same thing. Maybe density isn't the best goal in this situation. It might be good to reduce food intake between water sources and eat a lot near one. I don't know how far it is between water there.
Another goal I have is to reduce cost. I eat for less than $5.00 a day. Surprisingly, that goal drives me to more nutritious food. It's one I use at home, too.
This website can help you count calories, density and nutrition. Be sure to select the active option.
http://caloriecount.about.com/