Gray said: "Our application was excellent but we keep gifting teams goals and Scunthorpe were too good a side for us to do that. The players are under a lot of pressure, but they need to be more composed.
"It could have ended up 5-5, but we're a charity team at the moment and keep giving cheap goals away.
"We're having to chase games each time, and we've got to have more about us.
"I'm disappointed not to get the three points, but pleased we didn't get beaten, and the players have showed great character to keep battling back each time."