Incredibly, Gary Davis used just one finger and his thumb to create the highly syncopated sounds of his particular style of Gospel blues.
He didn't seem to favor any particular key, as he was equally at home with any of them, but it's it he keys of C and G (IMO) that we get to see his mastery of the instrument. A Saw the Light is played in C.
Play it nice and slowly until your get the feel of the forefinger and how it moves quickly across the strings. You'll find that the Reverend's thumb is not just limited to the bass strings, nor is the finger limited to the trebles!
Learning this song is a great exercise in finger/thumb control. The voice belongs to Bull City Red on this track.