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Create a 5 value, Value Scale.
Beginning with the box on the right leave it blank, it will be the lightest value of the value scale. The box on the far left will be the darkest value, so shade it in completely black. The three remaining shade in to show a gradual change form the lightest to the darkest. You may use any of the examples on this page to help you. You may use pen, pencil, or marker.

Here's an example of a value scale with 7 values:
external image textured_value_scale-b.jpg

Here's another example in ink using hatching and cross-hatching:
external image Value_Chart_Block_2.jpg