Answer:
An ellipse
Explanation:
Take a cone and make a diagonal cut through it, removing a very thin slice. The result is an ellipse.
a /\
/ \
/ \ b
/ \
Make a straight line from a to b, it will make an elliptical shape. If we cut perfectly horizontally, we would get a circle, when we angle the cut of our cross section, the shape gets more and more elliptical depending on the angle of the cut