Although, henna is known to give a reddish-brown stain, you can get a whole range of colors just by mixing henna with other organic ingredients that are easy to find and environmentally friendly.
Here’s how you can achieve different colours using pure henna and other natural ingredients:
For Natural looking red hair: If your goal is red or auburn hair, using organic ingredients and no harsh chemicals, you can combine henna powder with lemon juice and water to create your dye paste. Let it sit for about 12 hours or until it has completely changed color from greenish brown to reddish brown before applying.

For neutral brown to chestnut brown hair: In the same way that henna leaves contain a natural dye component, so does woad. While woad will dye fabric blue, it has a slightly different effect with hair and is very color-fast, so it will maintain good color consistency for a long time. Woad neutralizes the red in the henna dye and results in beautiful brown hair.

For golden hair: Saffron is used to naturally dye fabric a yellow, golden, or orange color. When used with henna, it results in golden-blond hair that looks sun kissed and gorgeous.

For dark, rich, chocolate brown hair: Karchak is made from castor bean, and vashma is partially fermented indigo. These two components help to darken henna dye and give you a rich, deep brown color without losing the warmth of henna’s redness.

For glistening,dark black hair: The blue-black color of indigo mixed with henna creates a beautiful pitch black that covers greys and gives your hair the shine you want.

Note that your results will vary when dyeing your hair with henna and other natural ingredients. While lemon juice will act as a developer for the dye and can even lift the natural color of your hair to a certain degree, it will not strip your hair of its natural color the way that harsh chemical dyes that contain bleach will. The color result for any of these combinations of organic ingredients will depend a great deal on your hair color.

Thus, if you use henna and saffron on dark hair, you may get some lighter highlights and a rich, shiny glow to your hair when you walk outside, you will not achieve golden-blond tresses.

Using henna and other organic hair dyes and cosmetics is all about working with your own natural beauty.

Excerpts from: Sahajalife.com (Achieving different hair colours using henna)