This small pyrite fossil is some sort of straight shelled cephalopod. It was found in the Coral Ridge Member of the New Providence Formation which dates to the Middle Mississippian Period (Osagean). The fossil was found in Clark County, Indiana.
The second picture shows a cross section of one of the creatures chambers in an oval spot shows where the siphuncle was. The fossil is about 4 cm long and 1 cm wide. Thanks to Kenny for the pictures.