But Gray has warned his players to expect a fight.
"Graham has been in a unique situation with being the chairman and manager of the football club and he has done a wonderful job there," he said.
"He did a fantastic job to get them promoted last season and the fact they struggled in League One shows you what a tough division this is.
"He is stepping down but it will not affect their players. Some of them will be out of contract and they are playing for their futures. The pressure is off them now and they come here with no fear."