the "gold standard" for reflexive relations is: aRb iff a=b (the diagonal relation). a relation S is reflexive iff R (the diagonal relation) is a subset of S, that is if S includes the diagonal.
so the relation ≤ is reflexive, but < is not (neither is >). for your relation, we can draw a partial picture like so:
4 * _ * _
3 _ * _ *
2 * _ * _
1 _ * _ *
...1 2 3 4 ...the *'s indicate pairs in the relation, and the _'s indicate pairs not in the relation. as you can see (visually) nothing on the diagonal is in the relation.