Fundamentally your lighting approach is incorrect, but that is partly because the composition of your image is off.
Your horizon line establishes eye level in an image. Anything placed below that line, should be considered below the eye and anything above likewise above it.
This can create a bit of a cognitive distortion in the angling and positioning of objects when you draw them.
Essentially here you should see less of the top of the balls above the horizon line and more of the top on those below.
In your case the ball on the very most top is positioned somewhat lower than those on the balls lower and closer to the horizon line.
It's giving the impression that the ball is placed below the peak of the balls curve and forward towards the viewer. In essence, you have the opposite of what you should see going on here.
You have a moon in the background casting light downward from behind the objects. Yet your highlights appear to be drawn on the balls as if you attempt to cast the light downward at an angle from a 2D plane. But more accurately to the eye it appears to originate from the viewers direction forward of the image and to the right.
Your deepest shadows should follow the direction of the light source. But remember just as a bulb casts light in an area of field, so to would this moon. Therefore the light doesn't come in a straight line but in a shower of straight lines.
Your shadows here are entirely uniform but they shouldn't be considering that the light will bounce off the other objects in the area where they do reach and reflect onto the surfaces near them as well creating a quite varied clustering.
What you should see in the oranges though the lightsource is coming from a different direction and they are stacked in a pile instead of on top of one another, is the way shadows and highlights are coming from complex angles and the light isn't the same on every sphere.
Your best choice in situations like this is to experiment yourself with real objects with real light and see what it does. Set up a light and stack some roundish objects together. View the lighting for yourself.
Just to give you a sloppy but general idea. Your light should beam from the moon. And shadow behind the objects being hit. Bare in mind that the shadow cast here should be considered directional form the edge. And not a full field of shadow. It's just to indicate the direction.
