Wow, that marble is a good example of lighting circumstances that you'd almost never come across in real life. Actually, now that I've google image:d it, I see that marble balls actually have a lot of weird stuff going on, so ok, perhaps not O:
I'd say you're on the right track, but if the ball is hit by the light from somewhere more close to the viewer, the highlight would end up more like these tennis balls. The highlight will be circular (although tilted, of course) and if you shade with the kind if gradient that you have used, it will diminish in ripples emanating from that circle.
Wow, I should really make an easy edit instead of trying to explain it like this.
Anyways, you're not really pillow-shading here, but rather heading into another better area of shading philosophy! Great. Now continue onwards! : D