And with injuries and rumours of dressing room discontent rocking the club, Gray has demanded the players pull together.
"We're in it together and everyone has got to roll their sleeves up," Gray told the Northampton Chronicle and Echo.
"The away form is a concern. Sixfields has been a good hunting ground for us but we can't seem to beat the teams in and around us.
"When we've had the opportunity to pull away from those sides we've let ourselves down."