Use the smart tool. select the regions. Right click over the clip gain icon. Select "Show clip gain line". Now hover the mouse near the line. It turns into an interesting looking tool. It's a volume grabber with a mini clip gain fader. This works great and you don't need modifier keys. It also won't deselect when you change other clips. Awesome!!
Another point to be made here. Clip gain is not the same as volume. Clip gain changes the source gain only! A volume fader from the mixer changes the output of the source and the fx that follow it. For example, If you have a compressor on the track and it's on pretty hard, you won't hear much volume change when you change the gain but you will hear more compression as the compressor squashes the high gain back down. You will hear a difference in loudness if you change the channel volume fader in the mixer.
You were using the term volume and that concerned me a little.
