Start off by using your ellipse tool to create a circle in the middle of your canvas. Hold down shift to insure that it is a perfect circle.

In the properties tab, click on the drop down menu labeled "solid" and change the mode to Gradient > Radial.

Click on the color box next to the drop down menu, and change the colors to a light gray and a dark gray To change the colors click on the icons to the left and right of the gradient preview.

Use your ellipse tool to make another circle, slightly smaller than your first. Position it directly in the center of your first circle.

Use the dropdown menu again to change the gradient mode the Linear.

Grab the gradient anchor points on your circle to change the direction of your gradient. Make it vertical, with the lighter gray towards the bottom, as shown below.

Use your ellipse tool to make another circle, slightly smaller again.

Change the gradient mode back to Radial, and chang the colors to light orange/dark orange. Give your circle a 1 px border of gray.

Ok, one last circle, Use your ellipse tool to make a circle about half the size of your last. Position it towards the top of your orange sphere.

Click on the gradient mode dropdown menu, and change it back to linear. Change the light orange color to white, and bring down the opacity of the other side to zero, as shown below.

Your done, here is how mine turned out.