In chapter 8 in The Autobiography of Malcolm X, what was Billie Holidays nickname, and why was she called that?

In Chapter 8 of The Autobiography of Malcolm X, Billie Holliday is also known as "Lady Day."  Look on page 132 to find the answer.

Malcolm describes how she would come over to his table at the Onyx Club.  On the night Malcolm had it out with West Indian Archie, "Lady Day" came over to his table to ask what was wrong.  Malcolm says she knew he was always high, and on this night, she thought he looked worried:

...she knew me well enough to see something else was wrong, and asked in her customary profane language what was the matter with me.

Malcolm then describes her death, which happened years later.  It was drug related:

That was the last time I ever saw Lady Day.  She's dead; dope and heartbreak stopped that heart as big as a barn and that sound and style that no one successfully copies.  Lady Day sang with the soul of Negroes from the centuries of sorrow and oppression.