DNA methylation is one of the most important mechanisms closely involved in the epigenetic regulation of gene expression. However, the relationship between DNA methylation and expression is not completely understood. There are reported examples of changes in DNA methylation being the cause of gene expression, and vice versa - examples of changes in gene expression to entail changes in methylation. Earlier, we introduced the concept of CpG traffic lights - individual CpG sites methylation levels of which significantly correlate with the expression of a gene nearby - and showed their important role in the regulation of enhancers. In this work, we show that the levels of CpG traffic lights methylation are heterogeneous in the cell population, and suggest that this feature is caused by their dynamic demethylation. The 5hmC enrichment and TET2 localization sites in CpG traffic lights confirm our hypothesis. In order to find out whether methylation of CpG sites is the cause or the consequence of the gene expression, we applied the assessment of the causation direction method developed by Jonas Peters and co-authors. We determined that in CpG sites where changes in methylation are predicted to be the cause of gene expression changes (M→E CpG sites), methylation levels are more stable in different cells and active demethylation occurs less often than in CpG sites where presumably changes in gene expression cause changes in methylation (E→M CpG sites). We also show a greater share of M→E CpG sites in the promoter regions than in the bodies of the genes where E→M CpG sites are more common. Based on these observations, we believe that methylation of M→E CpG sites is stable and functions as an "on/off" switch. On the contrary methylation of E→M sites is dynamic, variable between cells in a cell population, and is caused primarily by active demethylation.