It's bended straight lines on a plane. Theoretically it can be made in 2D - just bend some lines. There seems to be also some faint coloring to create a shadow like in 3D renderings.
An example (nothing fine formed, only a coarse and quite thin ring):
Draw a bunch of equally spaced horizontal lines, three ellipses and a vertical line in the middle
Split all in every crossing. Pathfinder panel has button Outline for it. After applying "Outline" ungroup and remove everything, but the splitted horizontal lines.
Join the lines again. They can be as well a single path. Select all and press Ctrl+J. A thin Stroke is useful for later steps.
Select with the direct selection tool all nodes which were made by the middle ellipse. Add to the selection also those nodes which were made by the vertical line in the uppermost and lowermost node rows. Push all selected nodes upwwards:
In the bottom there was one line missing nodes due poor calculations. But I inserted them separately and made the needed shorter push.
Next step is to add effect Stylize > Round corners. It makes circular roundings which look out non-smooth due steep changes in the curvature. It's fixed by fixing the effect (=Object > Expand Appearance) and applying Object > Path > Simplify:
Add vertical lines to the right and left to get fillable areas. Fill them with the Shape Builder. Delete remnants and select good fill and stroke:
A slight shadow makes the 3D appearance stronger. It can be made easily by drawing a couple of black curves to the wanted shadow areas and blurring the curves. Width tool is used to taper the curves (=half ellipses) to make the shadows end smoothly. Before blurring:
After blurring, reducing the opacity and tweaking the placements:
The difficulty of having plausible curve bends jump up, if the wanted form is more like questioner's example. Thin ring forgives much. To make easily something thicker I would use 3D. Here's one example. It's a ring again, but the proportions are more like in the 8 of questioner's example. The thick ring is a revolution surface (actually a solid in CAD terms) of this profile:
The intended revolution axis is the right edge.
The resulted solid must be united with a big rectangular bottom plate to create the needed horizontal space. To make the curves the united solid must be sliced with a bunch of planes. Here's the solid and the slicing planes:
After making the slicing it's a bunch of separate solids:
Changing the view to "wireframe without hidden lines" gives this:
Unfortunately I have a limited freeware CAD program. No usable technical 2D drawings are allowed without getting a high cost paid version. Thus proper coloring and high resolution rendering are disabled as well as exports and imports in common 2D vector and 3D CAD file formats.
But the wireframe view can be printed as PDF. Illustrator opens it. In Illustrator, after removing numerous clipping masks and groupings, I could set white stroke color and place a blue rectangle to the background:
It still needs the shading.
One method more. Actually this was suggested by another user at first, but he got a bad comment and deleted his answer. I tried to reopen it, but with no result. So, it's now here.
HARDIK LAKHALANI has written a pair of scripts which do the job in Photoshop and Illustrator. Both programs are needed. The scripts are freely available with documentation here full tutorial.
The idea is to create a depth map in Photoshop. To get smooth forms like in questioner's example, one can apply gaussian blur. A screenshot of a depth map from the tutorial video:
Running one script in Photoshop makes from the depth map an intermediate file. Running another script in Illustrator reads the intermediate file and makes the wanted line drawing. The shown depth map generated this (another screenshot of the tutorial video):
The process is like a vectorized version of Scott's answer on This Question