You can make fan shapes on any round loom. I've used an Inox Prym loom in my tutorial, but you can also use a loom with fixed pegs. My sample at the top right was made on a Studio Twelve loom and I used the inner round of pegs as a guide for stitching my final round of knots.

To make a fan shape you will use one peg at the bottom of your loom (on the inner or outer round of pegs), and an odd number of pegs directly on the opposite side of your loom. You can use an even number of pegs if you don't want a symmetrical fan.