"With nine games to go, they are all cup finals and that is how we should treat them," he said. "I would like to think we are on a roll and if we can continue that and get our confidence even higher, then I believe anything is possible."
Gray is also very aware of the importance of United's trip to Birmingham.
He told BBC Radio Leeds: "Every game between now and the end of the season is vital. We've got to go to Birmingham and win the match, although we know it'll be tough as they've had a good season and are pushing for a European place.
"But this is an opportunity, we've got to go there in a positive frame of mind and try and take the points."