There are many myths about how an artist should hold a pencil. Trying to force yourself to use an artificial grip is probably one of the worst things you can do for your drawing, creating stress and upsetting the natural flow of your line.
The most common way to hold a pencil is the basic tripod grip. The basic tripod grip is the same as the one you probably use for writing. The thumb and forefinger form a triangle with the middle finger as shown, which is supported by the ring finger and pinkie. This grip allows the pencil to be finely controlled by the fingers, so holding a pencil this way is ideal for drawing fine detail. The upright position of the pencil allows for accurate shading with the tip, rather than side, of the pencil.