Here's why:

* Clay is the smallest sediment size, typically less than 0.0039 mm in diameter.

* Claystones are formed primarily from clay minerals, with a fine-grained, often laminated texture.

* Shales are a type of claystone that exhibits a fissile (easily split) texture due to layering.

Other rocks, like siltstones, are made of slightly larger sediments (silt). But claystones and shales are formed from the absolute smallest particles.