Adding material between two sketches

I'm trying to create a solid from an elipse sketch which follows a path. One dimension of the elipse remains constant and the other varies along a path.

I have all the sketch relations set up correctly I believe, and sketches are fully defined. Is it possible to make a solid like this, I should think it is since all information is provided to create the solid.

Previously I had just created many planes along the path, and had the sketches with the necessary changes in dimension in each plane. Which worked fine. But this needs to be part of a design table and I'm not sure it would be possible/practical to do that way, when it seems I must be missing a ather fundemental feature.

I've also attached the file from the image should you want to check how I've gone about it.

Thanks in advance for any advice,

Jason

SolidworksSketching