Let $\Phi$ be a finite crytallographic root system. Let $\Phi^+$ be the positive roots and $\alpha_1$, ..., $\alpha_n$ be the simple roots. For $\beta = \sum c_i \alpha_i$ in $\Phi^+$, we define $h(\beta) = \sum c_i$. For $\beta = \sum c_i \alpha_i$ and $\gamma = \sum d_i \alpha_i$, we define $\beta \preceq \gamma$ iff $c_i \leq d_i$ for all $i$. Many sources state that $\Phi^+$ is graded by $h$. The nontrivial part of this statement is that, if $\alpha \leq \gamma$ with $h(\gamma) - h(\alpha) \geq 2$, then there is a root $\beta$ with $\alpha \leq \beta \leq \gamma$. Could someone give me a proof or reference to a proof, other than type by type check?
To show that I haven't been completely lazy: Humphreys defines $\Phi^+$ and $h$ but doesn't state that $h$ grades $\Phi^+$, Bjorner and Brenti define a different, unrelated partial order on $\Phi^+$ which they call the root poset. Cuntz and Stump cite Armstrong Section 5.4.1 but it doesn't seem to be in there.