bob jenkins wroteI just looked in my box of 8 crayola crayons and I don't see grey (or gray). You can use the black crayon very lightly to make a "light black" color.
Gray is a color in the original 1958 Crayola 64-box. According to the Crayola website, Gray is a color in the Black Hue Family. So, once again, always listen to bob.