Start by creating a circle using elliptical shape tool.
Press Ctrl+T. Right click the layer and select warp. Select squeeze from the preset warp shapes. Apply settings as shown.
Press Ctrl+T and rotate a bit.
Double click the layer to open layer style window. Apply layer style with the settings shown.
Ctrl+Click the layer thumbnail to get the selection. From select menu apply modify>>contract. Contract the selection by 2 pixels.
Create a new layer and apply a black to white gradient in linear mode.
Change the layer mode to screen.
Create an ellipse using elliptical shape tool.
Double click the layer to open layer style window. Apply layer style with the settings shown.
Duplicate the layer and scale it down slightly.
Create a rectangle using rectangular shape tool.
Double click the layer to open layer style window. Apply layer style with the settings shown.
Similarly create more rectangles to create stand of the lamp and place as shown in the images.
Create an ellipse using elliptical shape tool. Apply same layer style. Double click the layer to open layer style window. Change the gradient mode to radial in gradient overlay panel.
Press Alt key and keep hitting the down arrow key to create 3D extrusion. Select and merge all the duplicate ellipse layers. Apply the previously applied layer style.
Create an ellipse using elliptical shape tool. Apply same layer style but change orange to blue color.
Create 3D extrusion as explained above.
Create an ellipse for the bulb using elliptical shape tool. Press Ctrl+T. Right click the layer and select warp. Adjust nodes to get the shape as shown.
Double click the layer to open layer style window. Apply layer style with the settings shown.
Select and merge all the layers. Double click the layer to open layer style window. Apply layer style with the settings shown.
