There are basically three factors that will influence the smoothness or texture of your shading. These three factors are...
1. The pencil that you use
2. The way you apply the graphite
3. The texture of tooth of the paper
The pencils that I am using in this video are a "6B" Design pencil by Sanford, a General's Layout Pencil, a "7H" Graphic pencil by Derwent and an "F" Turquoise pencil by Berol.
Let's take a look at how these factors work together to create smooth shading...