There are many shading techniques.
Practice each of the technique below to create value scales.

Start with the darkest value.
Remember: smaller strokes are easier to control while shading

Hatching

Hatching - A shading technique using closely spaced parallel lines.(Same direction)

Cross-hatching

Crosshatching - a shading technique that uses sets of lines (strokes) that overlap.

Stippling (pointillism)

Pointillism (stippling) - creating value in a drawing by placing dots.

This is time consuming technique. It looks good when all dots are the same size.
To change value - alter space between the dots.
Works great with a felt pen, fine point markers, etc.

Blending

Blending - a shading technique that is used mainly with soft materials (graphite, charcoal, pastel, etc.) that smooths and softens transitions between values using a finger, blending stump, or tissue.