How do I set the fulfillment status to open/pending?

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Right now, whenever I call the API  /orders/{orderId}/fulfillments.json, the status will be marked as fulfilled. I just want to set the status as either "open"/"pending" or even better "On the way" which should trigger the "Shipping update" notification to the customer.

But at the moment, there is only unfulfilled or fulfilled status. How do I set it to some other status?