Not sure. Those are usually stainless steel or rubber coated. Wood wouldn't hold up in a shower.
Like these? I've seen them done with just a board! https://www.pinterest.com/pin/190769734189232146/?lp=true
Here is a video that shows how: https://www.youtube.com/watch?v=TrN6PdQfuGI
Here's a post that might help you - http://snippetsofdesign.com/build-your-own-bathtub-shelf-yes-really/