Next we’ll select the same Ellipse Tool (U) to draw the ray. Represent for the beginning the outside ray’s edges and then press on the Alt button to delete the unnecessary elements of the ray.





The layer’s parameters:
Fill 0% on the layers.
Blending Options>Outer Glow



Blending Options>Gradient Overlay



Gradient’s parameters:





Make two copies of the last made layer and use again the usual Free Transform option to change the shape, the placement and the copies’ size. We need to change the parameters too with those shown below.
The first copy: