While the crash remains under investigation police don't think any other vehicles were involved.
Investigators are trying to figure out why Ms. Gray's vehicle veered off of the road and into the water.
Troopers responded to the area after a witness called 911 reporting they observed an unknown vehicle traveling southbound on US 13 when it left the roadway and entered the center grass median.
Then the car went down the embankment, between the southbound and northbound bridges, and into the water.
Police said witnesses reported they immediately stopped saw the car floating eastbound in the waterway. The vehicle floated a short distance before it completely sank underwater.
Members of the Odessa and Port Penn fire companies' boats and scuba divers helped Delaware State Police with a thorough search of the area.