Here is a bunch of gear-icons for the status menu.
Black rotating gear: http://cl.ly/3s3X213w0D24
Black rotating gear with standard icon when no macro is running: http://cl.ly/1F1p3q11361z
Red rotating gear with standard icon when no macro is running (Updated with retina ressources and support for dark menu bar): http://cl.ly/0f0n321G2v1A
I do not have a retina display, so if somebody wants one of these in retina, then reply to the post and I will try to make them available.