Try to make one more circle, choosing the same Ellipse Tool (U). Firstly we’ll represent the outside edges of this circle and then when pressing Alt button, applying the mentioned tool, it’s possible to cut out the middle part of the circle and after that cut out one more part of the same circle, like it is represented below:



The layer’s parameters: Fill 20%
Blending Options>Drop Shadow



Blending Options>Gradient Overlay



Gradient’s parameters:

 



Use the Pen Tool (P), for drawing the next layer of the abstract figure. Its shape may be corrected with the Convert Point Tool.



The layer’s parameters: Blending Options>Inner Glow



Blending Options>Gradient Overlay



Gradient’s parameters:



Blending Options>Stroke