in the brush pallet make a hard brush set the angle and the ellipse you want.
Another way is to select a brush with texture, size, and scatter that most resembles a crayon, use the path tool to refine the oval shape you want, and stroke path with the brush.
And yet another way might be to do it in Illustrator with one of the chalk- or charcoal-brushes (or creating a new one) and place as a smart-object. Depending on the size of the end-product they might be quite adequate.
I’ve done it this way for markers. It is worth the effort. Take some magic markers and dab them on paper at various strengths, angles and mini strokes with a relatively dark color. Scan the results in Photoshop. Select each "dab" individually with the Wand tool (default settings will work well) and then use the Define Brush command. These textured "pentips" look quite authentic when combined with pressure, opacity and color blend brush controls for creating marker strokes.
Thank you, John.
If you use two variations of the same color with Color Variations on and Multiply as the Layer blend mode onto separate layers per marker, the fake "tips" will produce an uncanny resemblance to actual markers…particularly with build-up. The subtle edge imperfections of the process really translate well in the Define Brush process.
You need to experiment with paper type as well. You may find it convenient to scan your dabs in the same resolution as your illustration. There are enough variation possibilities in the brush editor to get some pretty stunning results.
As a marker freak, I have loved this Photoshop feature since the day I started experimenting with it.
Enjoy.
A fast approach is to use text; something like the capital O in Marker Sans might meet your needs. The O can be modified in any number of ways to suit your needs.