Thanks for the info. I found this quote from the Wiki article the most helpful.
Moqui Marbles, hematite concretions, from the Navajo Sandstone of southeast Utah. Cube is one centimeter square.
Moqui Marbles, also called Moqui balls, and "Moki marbles", are iron oxide concretions which can be found eroding in great abundance out of outcrops of the Navajo Sandstone within south-central and southeastern Utah. These concretions range in shape from spheres to discs, buttons, spiked balls, cylindrical forms, and other odd shapes. They range from pea-size to baseball-size. They were created by the precipitation of iron, which was dissolved in groundwater. These concretions are argued to be a terrestrial analogue of the Martian hematite spherules, called "blueberries" (Chan and Parry 2002, Chan et al. 2005).
The photo you were referring to.
I should have known the Navajo Sandstone is sedimentary rock from the old sea bed. My initial thought of the small round balls were that they were similar to the volcanic hailstones that are found in places such as the Chiricahua Mountains of Southeastern Arizona. Since these were not very far from the volcanic areas of Northern Arizona I thought they must be volcanic. Thanks for finding the real explanation of these things.