They only managed 8 points from 12 games under Peter Reid.
Gray insisted: "At least now when we look at the table we see a few other teams around us.
"Confidence is what it's all about, if you gain results it comes quickly, but if you're not then it can take a long time. It is only results that do that.
"When things are going badly at the football club, that's when you want players to show the courage to go out and play, and that's what's pleasing me at the moment.
"If they have the belief in themselves and their team-mates they can start climbing the table," Gray told Leeds' official website.