Using the
Ellipse Tool (U), it’s possible to draw one more layer designed for the icon, colored with
#00338C.

Make a copy of the last made layer and choose
Free Transform option to narrow out the copy horizontally, setting next parameters for the copy:

The layer’s parameters:
Blending Options>Outer Glow
Blending Options>Gradient Overlay
Gradient’s parameters: 

Choosing the same
Ellipse Tool (U), try to make the next layer reserved for the icon.