The general category name is “thermoplastic elastomers” (TPE), of which thermoplastic polyurethane (TPU) is probably the most commonly used. Ninjaflex is a particular brand of TPU.
TPEs tend to be quite difficult to work with because they need high temperatures to print and have a great deal of trouble adhering to the printer bed. In addition, you have to be very careful with how you design parts for the print process, because their elastic nature makes them sag, twist and jiggle as the printer moves around. Getting good TPE prints usually requires either a very high-end printer with an extremely rigid, vibration-damped structure and a heated chamber, or a ton of fiddling with a lower-end printer, advance preparation of the bed, a room with controlled temperatures and a very slow print speed that carefully controls motion and potential for flex.