I was stucked finding an easy solution to highlight the background of the current (active) page in wordpress. The solution is however too simple. Just add the following CSS code in your stylesheet (style.css)
#menu_id li.current_page_item a{ background:#2E8DE6; }
Note: Be sure to replace #menu_id with the id of your navigation bar. In this case, the list of my pages is contained in a div with id menu_id
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