Oups j'ai oublié de créer ma branche de feature

If you have

...-*-*-*-X-*-*-*-*-A 

On branch A and X is the commit where you meant to create a new branch B starting at X you can simply

git checkout A
git branch B
git reset --hard X

or simply

git branch -m A B
git branch -f A X

If, on the other hand, you wanted to start B from a different commit Y, you will need to rebase:

git branch B A
git branch -f A X
git rebase --onto Y A B

After backing up, of course ;)