Due to limitation of Nginx, file extensions is not supported for gzip, only specific mime types (Content-Type header returned from origin). You could change the mime types on the origin based on the list below.
We have a whitelist of mime types we automatically gzip on-demand at the edge servers. Any mime types that are not included in this list but can be compressed further we are happy to include in this whitelist for you.
The mime types in the whitelist can be requested in either a gzip or non gzip format based on headers passed. The reason it is based on headers passed is: serving compressed content without the client requesting for it, risks breaking client/browser that do not handle "Content-Encoding: gzip" properly.
Currently the whitelist is:
"gzip_min_length" defaults to 1000.
Note that origin must include "Content-Type" in response header in order for the gzip feature to work.