Yes it is. Take a nail or other object containing iron and wrap the middle of a length of wire around it. Attach each end to a battery (9 volt will work best, but don't use one that is too large or the wire will get very hot). See if you can pick up other iron objects, such as staples, or paper clips. How many paper clips can it hold?
See if wrapping the wire more times around the nail increases or decreases the number paper clips it can hold? Does the nail stay magnetic even after the battery is unplugged? Using the same number of wraps, are their any other materials (besides the nail) which work better?
By the way, what you are making is called an "electromagnetic".