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: