ANSWER
Magnetic field
Step-by-step explanation
We want to identify which of the options is proven by the change in the direction of a compass with a change in direction.
The moving pointer in a compass is a magnet. Because all magnets have two poles (north pole and south pole), a compass will ideally point North. In other words, the North pole of the compass is attracted to the south pole of the magnetic field that exists due to the earth.
The earth is essentially a giant magnet that interacts with other magnets and so, the north pole of the magnet of a compass is attracted to align with the magnetic field of the Earth.
Therefore, the correct option is a magnetic field.