The moon is always gray. The different atmospheric conditions just make the light appear different colors.

The moon is sometimes orange because of refraction.

The moon can appear orange when it is low in the sky and when there are a lot of dust particles in the atmosphere.

The visible light of the moon is made up of different colors: red, orange, yellow, blue, green and purple (which together appear white).

As it approaches Earth, the light of the moon passes through the atmosphere. When the air is clear and the moon is overhead, the light rays all reach the Earth, and so the moon appears white.

So why does the moon look orange when it is low or when the sky is dusty, smoky or polluted? These circumstances make it more difficult for the light waves to travel all the way to you. When the moon is low on the horizon, it's actually much farther away from you than when it is overhead, so its light has to travel through a lot more atmosphere to reach you.

Along the way, some of the colors (blue, green and purple) get refracted (deflected off their path because of their short wavelength) by the particles in the air - they just can't make it through all that dust and pollution. The strong light waves that do make it are (you guessed it!) red, yellow and orange - the colors with the longest wavelengths.

This is also why sunsets look the way they do.

Orange light from the Moon

This is most prominent during a lunar eclipse, when some or all of the sunlight that reaches the Moon is passing through the Earth's atmosphere. The Moon will assume a reddish color due to this light.