Nay is an obliquely blown flute. It is made out of reed, has six fingerholes and a thumbhole, and a range of over two octaves. The nay is as old as the pyramids; nay players are seen on wall paintings in Egypt. A silver nay was found in excavations at Ur in Iraq, dating back to 1450BC.

It is the main wind instrument of Middle Eastern music and the only wind instrument used in classical Arabic music.

The nay is difficult to master, but an accomplished player can produce a large variety of sounds and ornaments; its poetical timbre makes it especially suitable for melancholy effects expressing both joy and yearning. There are nays in seven keys in the Arabic system: the Kerdene is in C, the Doga in D, the Boussalik in E, the Jaharka in F, the Nawa in G, the Husseini is in A, and the seventh is the Ajam in B.

Arabic and Turkish nays are played the same way. The modern Iranian nay differs from them in that it may have five or six fingerholes, has a lower placement of thumbhole, a different mouthpiece and a different way of blowing into the mouthpiece.

The nay is used in Sufi musical performances.

References:
Music of the Near East http://www.ethnomusic.ucla.edu/ensembles/worldmusic/neareast/Nay.htm
al-hakawati http://al-hakawati.net/Art/ArtDetails/72/المزمار;
http://www.zawaya.org/aswatmusic.html