Speaking in the Yorkshire Evening Post Gray said: "We've climbed one rung of the ladder, but there's still a long way to go yet. We still need to work hard to get away from the bottom of the table and it's important we keep going against Fulham.
"They are a well organised side. Chris Coleman is a fine young manager who has instilled extra grit and they are a difficult side to beat.
"They have some good players and they are striving to break into the top six so we know it will be a difficult game. We've got to make it hard for them and try to plug the gap in the table even further."
Gray says the players attitude has been first class since he took over and the caretaker boss firmly believes they are responding to his work-man-like approach. Espeically the last two games against Charlton and Chelsea.
"I've been delighted with the attitude towards training and the position the club is in," Gray added.
"It's all about us making progress. I expect us to match most sides in the Premiership and we have to keep working hard to prove that."