Create an ellipse, fill it with black and give it a stroke of 4 points with a gray color (K=50). Select the bottom anchor point of the ellipse with the Direct Selection Tool, copy and paste in front and delete the fill.
Use the half-ellipse shape to draw the rest of the cylinder, shown in the second image below. Give it a 4 pt stroke and color of dark gray (K=90). Now apply a linear gradient fill, as shown below. Move the bottom shape up until you form a cylinder. The colors of the gradient are various shades of gray (from left to right: K=70, K=50, K=90, K=90, K=50, and K=80).
Next, create two more ellipses. For the first one use dark gray stroke color (K=90), and apply the same radial gradient, but this time set the angle at -10 degrees.
Make the second ellipse bigger, no stroke, the same radial gradient again, and set at -20 degrees. Move both ellipses up and align them in the proper order. Now we have the first part of the top of the film roll. The colors of the gradient are various shades of gray (from left to right: K=80, K=50, K=90, K=90, K=50, and K=90).