I'm not a Gray genealogy expert but maybe I can give you a few tips.
I looked at your posting history to find out what it is that you do know about the family. I noticed that you said that Peter was born in Chemny Co. NY.There is no Chemny Co. I think that wherever you found that information that they were abbreviating Chemung Co., NY.Chemung was formed from Tioga Co. in 1836 so he actually would have been born in Tioga Co. if that is correct for his birthplace.
I would look at the 1810 and 1820 censuses for Tioga Co., NY and see what Grays were living there and try to follow those families forward.
You may also end up finding that Peter was a middle name and his given name was something else.Orrin would be a good guess since that name was passed on.