If you analyze closely the image you point to, you will see the very bright colors are actually near-white colors, contrasting with the dark environment.
For example, I see colors F4F2F3 (near-white), F9ECE9 (bright yellow), F8F5EE (idem), and so on.
The colors aren't pure, there is some noise variations in them, perhaps subtle gradients.
And perhaps the author used OpenGL to simulate lights.

That's quite a good attempt. Below is a code example that isn't perfect, but shows some other techniques that may be of use to you such as using the HSB colormode and the BLUR filter. Click the mouse to redraw().

As PhiLho suggested, I believe using OPENGL additive blending could be used to simulate this coloring even better.

Code Example

1. void setup() {
2.   size(1280, 600);
3.   background(0);
4.   colorMode(HSB, width, 100, 100, 100);
5.   noStroke();
6.   smooth();
7.   noLoop();
8. }
9.  
10. void draw() {
11.   fill(0, 50);
12.   rect(0,0,width, height);
13.  
14.   for (int i=0; i<150; i++) {
15.     if (i % 50 == 0) { filter(BLUR); }
16.     float x = random(width);
17.     float y = random(height);
18.     float diam = random(5,80);
19.     float sat = random(70, 100);
20.     if (random(1) < 0.1) { sat = 10; }
21.     float bri = 100;
22.     float tra = random(50, 100);
23.     fill(x, sat, bri, tra);
24.     ellipse(x, y, diam, diam);
25.   }
26. }
27.  
28. void mousePressed() {
29.   redraw();
30. }

Thanks for your replies. I will implement your code with mine, using RGB colorMode maybe :D in the next future i will study some openGL to add light and blending. There's no way to make that bright color without openGL, right?

There are always more ways.

You could try to use blend(). Maybe with a PGraphics.

Well i read about blend(), but it's for imgSrc, how can i apply on elements like ellipse?

You draw one or more ellipses to a (transparent) PGraphics. Then you use blend with the PGraphics as input. Note that a PGraphics is basically an image you can draw on. See the forum for examples on how to use PGraphics.

Ok I'm using it and i think i understand how to use. Blend function can be used either without specify an imgSrc. For now i have undesired effects, but i will try to improve my results :D thanks for all

Also check out this tutorial that uses the GLGraphics library to recreate an animated bokeh effect.