Select "Intersect shape areas" from the top bar. Create an ellipse using elliptical shape tool.


Apply some nice gradient overlay layer style.

Create an ellipse using elliptical shape tool.

Create a rectangle using rectangular shape tool.

Press Ctrl+T. Right Click and select Warp. Select Arc from the preset warp shapes at the top and adjust settings as shown.


Apply gradient overlay and shadow layer style. Use settings as per your choice.

Create a rectangle using rectangular shape tool.

Press Ctrl+T. Right Click and select distort. Adjust the nodes to get a shape as shown. Apply inner shadow layer style. Move this layer below all the layers in layer order in layer palette.

Select and merge all layers. Press Ctrl+T and rotate the icon as shown below.

Double click the layer to open layer style window. Apply settings as shown.


Using pen tool create a shape as shown below.

Duplicate and scale down. Rotate and place as shown.
