At first glance they look blue..but I hate to tell you they are grey. They look blue because of the intense (read:VERY nice) orange around the eye. They don't look as brown/tan/warm grey as the average eye...as a result your brain picks up the cooler gray and hypes up the contrast with the orange (the opposite is blue) and you only THINK it's blue. I know...a bunch of artistic mumbo-jumbo. I will tell you though, if I were to paint that gecko, I would use grey and get the same effect that you are seeing.
OK...enough of my pitiful attempt to explain color theory. I'll show you what I mean with a little experiment. These are colors pulled straight off the gecko with photoshop. First, cover the middle and right hand squares, you'll see the left hand square is clearly grey. Next, move you hand to cover the right square only, and you'll see the middle square is a bright yellow-orange. If you're quick and observant you'll notice the left-hand grey box doesn't look quite so grey anymore. Now, look at all three squares. Notice how the square inside the orange looks a bit bluish? Well, it's not...it's the same exact color as the first grey square. TADA!!! And I get to use my are in the gecko world - YES!!!
Linear Mode
