Here's a list of what a car may send: http://en.wikipedia.org/wiki/OBD-II_PIDs
The keyword here is "may". It does not have to use everything from the list.
However, anything that is not on the list will not be send out, nor will it be recognized by a scanner.
In your case, even when there is a pid for fuel pressure, it does not mean that it is supported by the car. Most normal petrol injected cars do not have a fuel pressure sender, so the pressure is unknown to the ecu.