Clay can have an array of colors. The color of clay really depends on what region of the country or world you are in. For example, Oklahoma has quite a bit of red dirt so the clay in that area has a reddish hue.
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Depending on location, age, and mineral content, clay can be any of a vast array of colors. Red, brown, gray, black, white, and even metallic clays exist in various places all over the earth and on other planets as well.