im not totally sure... but if you pay attention closely his first and second staff have differences. But before i get into all that lets be reasonable. HES A WIZARD. I mean he can do all sorts of little tricks. Maybe he pulled his staff out of his hat

. Remember when Bilbo pulled his little trick and went back to bag end but Gandalf was already there when a second ago he was at the party. He can do all sorts of magic just open your mind a little... Anyway but the differences between his two staffs are hard to make out. But note in the scene where him and Saruman are fighting you can see the head of his pipe. Now lets fast forward all the way to moria and there is no pipe head but rather a crystal. Now as far as in between those scenes with Gandalfs staff im not completely sure because i havent seen the movie in a while but it is very obvious...