Create a new file of  768x24 size.
Select rectangular marquee tool. Give the values as shown in the figure.


Create a new layer and click on the left side of the file to create 128 x 24 pixel wide rectangular selection.
Select 00397F as foreground and 0073FF background color and fill it with gradient tool from top to bottom.



Keep the selection active. Go to filter>render>lighting effect and experiment with default settings to have a picture like that.



Duplicate the layer for six times and move the shapes to have a pic like shown in figure.



Group and merge all layers.
Press 'D' to change the  color to default black and white.
Press 'X' to have white as foreground color.
Select foreground to transperent gradient to fill the layer from top to bottom.



Add text and apply drop shadow to it. Our navigation bar is ready.