I first heard this scale on a specialized side blown flute. I immediately went home and looked it up online at a guitar scale website (I've played guitar for many years) and then I translated it to the NAF. One interesting issue with this Spanish Gypsy scale is that the first note should be a half step, but that's impossible to get on the typical NAF, so it's omitted from this interpretation.
One other caviet is that this scale (on the left) is designed for a six hole, Mode 1/Mode 4 flute (the typically 'hold down the third finger of your top hand' type flutes).
Here are the notes for the Spanish Gypsy scale in the key of A for the Native American Flute. This might help you find the right notes (trying playing this on a piano) if your flute is fingered differently. Note that the second note in parenthesis can not be played on a Mode 1/Mode 4 Native American flute.
A (A#) C# D E F G A
The actual interval spacing for the Spanish Gypsy Scale over an octave is the following:
H 1.5 H W H W W
Where: H - Half step; W - Whole Step: 1.5 - one and half step intervals.
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