According to the unit history at http://www.jcncgs.com/civilwar/29ncinfo.htm, I would guess that Pvt.Ray died somewhere near Meridian, Miss. perhaps in or near the Pearl River George M. suggested.

June 12. General Joseph [Eggleston] Johnston, commanding the department, ordered the Nineteenth North Carolina Troops to remain and garrison Yazoo City.
July 13-27. It remained there until a division of Yankees came up Yazoo River in gunboats and compelled us to vacate the place. The regiment then marched across the county about 150 miles and joined General Johnston's Army at Morton, Mississippi. The regiment was immediately ordered by General Johnston to Meridian, Mississippi to do guard duty, etc. Arrived at Meridian by rail July 27.
August 24-30. The regiment was ordered to join General [Matthew Duncan] Ector's Brigade and proceeded to Chattanooga, Tennessee to join Bragg's Army. The brigade arrived at Chickamauga Station near Chattanooga August 30.

GP