If your piece doesn't really fit any of the standard constructs like Nocturne, Sonata, Concerto, Prelude etc., then Fantasy for piano in (key) is always a good bet, it has a fairly wide ranging definition and so can cover a lot of work that otherwise defies definition.
Although, you could call it anything you like and no one would really mind, it's just that if something does have a fairly ridged definition, I always like to try and fit the work to that definition.