Its a harsh hot environment, but not impossible with the right soil preparation and diligent water management.
It's important to choose a suitable variety. This paper from UofA extension doesn't list nectarines, but note the introduction and some of the important criteria for selection. A local garden center would be a good place to inquire.
Nectarine may be one of the more difficult fruits to grow there, many people have problems. Jeff Ho says:
"Try a very early bloom variety. I’ve heard good results from Arctic Star White Nectarine."