Heat oil in a large saucepan over medium heat. Add onion and leek and sauté until they start to turn golden, 8 to 10 minutes. Add squash, stir to coat with oil and continue cooking 10 minutes longer.
Add stock and bring to a boil. Reduce heat to a simmer and cook until squash is tender, about 20 minutes. Let soup cool slightly. In a food processor, purée half of the soup until smooth. Take extreme care when puréeing a hot liquid. Mix purée back into soup and season to taste with salt and pepper. Top with toasted pecans and serve.
Naturally sweet, you won't crave dessert after this warming soup. The easy preparation combines with the seasonal colors - orange squash and brown pecans - to make this a perfect dish for an autumn lunch. Delicious topped with Gruyére cheese. Serve with a salad and rustic, crusty bread.