A website has been set up for Pokemon Gray at pokemongray.com. The site has been registered by Melbourne IT Digital Brand Services.
Melbourne IT DBS also set up pokemonblackwhite.com, which is Nintendo of America's official site for the most recent Pokemon games.
Each new Pokemon game launches with two separate versions, such as Pokemon Diamond and Pearl, and is then followed with a third version, such as Pokemon Platinum. Considering Pokemon Black and White are the most recent Pokemon games, Pokemon Gray is a logical title for the third version.