Change thumb and color of JSlider?

I am creating a music player program.

I have created the seek bar using JSlider

Code:

JSlider seek = new JSlider(JProgressBar.HORIZONTAL);  
seek.setOpaque(true);

seek.setMajorTickSpacing(0);
seek.setMinorTickSpacing(0);
 
seek.setBackground(Color.DARK_GRAY);
seek.setSize(100, 13);
seek.setLocation(6, 30);

Currently, it looks like this :

I can only change the background of JSlider using setBackground() method.

I don't have any idea about how to change the thumb colour, thumb shape, track colour, etc.

I want my seek bar to look something like this :

How can I achieve this?

If not possible with JSlider, is it possible to create a JProgressBar which has a slidable thumb?

As was already mentioned in the comments there is no way for you to change the appearance of the slider without extending an existing implementation of SliderUI. Here is an example implementation of how one could achieve the visuals from your demo picture.

Note that hard coding the sizes and colours isn't the best approach and for a real implementation should be handled by setting and using values available by the UIManager.

class Scratch {
    public static void main(final String[] args) {
        SwingUtilities.invokeLater(() -> {
            JPanel content = new JPanel(new BorderLayout());
            content.setPreferredSize(new Dimension(300, 100));
            JSlider slider = new JSlider() {
                @Override
                public void updateUI() {
                    setUI(new CustomSliderUI(this));
                }
            };
            content.add(slider);

            JFrame frame = new JFrame();
            frame.setContentPane(content);
            frame.pack();
            frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
            frame.setLocationRelativeTo(null);
            frame.setVisible(true);
        });
    }

    private static class CustomSliderUI extends BasicSliderUI {

        private static final int TRACK_HEIGHT = 8;
        private static final int TRACK_WIDTH = 8;
        private static final int TRACK_ARC = 5;
        private static final Dimension THUMB_SIZE = new Dimension(20, 20);
        private final RoundRectangle2D.Float trackShape = new RoundRectangle2D.Float();

        public CustomSliderUI(final JSlider b) {
            super(b);
        }

        @Override
        protected void calculateTrackRect() {
            super.calculateTrackRect();
            if (isHorizontal()) {
                trackRect.y = trackRect.y + (trackRect.height - TRACK_HEIGHT) / 2;
                trackRect.height = TRACK_HEIGHT;
            } else {
                trackRect.x = trackRect.x + (trackRect.width - TRACK_WIDTH) / 2;
                trackRect.width = TRACK_WIDTH;
            }
            trackShape.setRoundRect(trackRect.x, trackRect.y, trackRect.width, trackRect.height, TRACK_ARC, TRACK_ARC);
        }

        @Override
        protected void calculateThumbLocation() {
            super.calculateThumbLocation();
            if (isHorizontal()) {
                thumbRect.y = trackRect.y + (trackRect.height - thumbRect.height) / 2;
            } else {
                thumbRect.x = trackRect.x + (trackRect.width - thumbRect.width) / 2;
            }
        }

        @Override
        protected Dimension getThumbSize() {
            return THUMB_SIZE;
        }

        private boolean isHorizontal() {
            return slider.getOrientation() == JSlider.HORIZONTAL;
        }

        @Override
        public void paint(final Graphics g, final JComponent c) {
            ((Graphics2D) g).setRenderingHint(RenderingHints.KEY_ANTIALIASING, RenderingHints.VALUE_ANTIALIAS_ON);
            super.paint(g, c);
        }

        @Override
        public void paintTrack(final Graphics g) {
            Graphics2D g2 = (Graphics2D) g;
            Shape clip = g2.getClip();

            boolean horizontal = isHorizontal();
            boolean inverted = slider.getInverted();

            // Paint shadow.
            g2.setColor(new Color(170, 170 ,170));
            g2.fill(trackShape);

            // Paint track background.
            g2.setColor(new Color(200, 200 ,200));
            g2.setClip(trackShape);
            trackShape.y += 1;
            g2.fill(trackShape);
            trackShape.y = trackRect.y;

            g2.setClip(clip);

            // Paint selected track.
            if (horizontal) {
                boolean ltr = slider.getComponentOrientation().isLeftToRight();
                if (ltr) inverted = !inverted;
                int thumbPos = thumbRect.x + thumbRect.width / 2;
                if (inverted) {
                    g2.clipRect(0, 0, thumbPos, slider.getHeight());
                } else {
                    g2.clipRect(thumbPos, 0, slider.getWidth() - thumbPos, slider.getHeight());
                }

            } else {
                int thumbPos = thumbRect.y + thumbRect.height / 2;
                if (inverted) {
                    g2.clipRect(0, 0, slider.getHeight(), thumbPos);
                } else {
                    g2.clipRect(0, thumbPos, slider.getWidth(), slider.getHeight() - thumbPos);
                }
            }
            g2.setColor(Color.ORANGE);
            g2.fill(trackShape);
            g2.setClip(clip);
        }

        @Override
        public void paintThumb(final Graphics g) {
            g.setColor(new Color(246, 146, 36));
            g.fillOval(thumbRect.x, thumbRect.y, thumbRect.width, thumbRect.height);
        }

        @Override
        public void paintFocus(final Graphics g) {}
    }
}

Result: