How can I effect a pressed on element until I press on another element ?

exmple:

HTML:

 <nav>
  <a href="#"> ex1 </a>
  <a href="#"> ex2 </a>  
  <a href="#"> ex3 </a>
 </nav>

CSS:

 a:active {
 background-color: darkblue;
 }

I once did before but now I forgot how.. Is it by the pseudo class :active or is this pseudo class effect ends when releasing the mouse click?

How can I make it last until I click on another element in the nav menu ?

Thank You...