Archie -- Clay is a natural earthen material. There are specific clay minerals and there are clay-sized sediment particles. Both are very fine-grained, and are slippery when wet. Traditional kitty litter is one type of clay material that is used to absorb moisture. Some clays are used as filler in fine paper and also in some foods. Others are used to make pottery & china. Thus, clays vary and not all clays are alike.
You want a clay that will hold it's form when heated to a high heat and not crack. A fire clay from a place that sells fireplace building products or potter's kiln lining products. These are clays with high refractory properties that can stand high heat. An alternative is to experiment with local clay soils -- like my yard -- and hope to find one that works, at least for awhile.
Hope this gibberish helps some. For specific detail, check a library dictionary or geological dictionary. There are textbooks that just discuss clays if you want to go overboard. Good luck.