reverse proxy through upstream proxy

[pba]

I'm trying to configure nginx as a reverse proxy where the upstream traffic
has to go through another proxy (squid in this case) without success. Since
nginx does not support (as far as I can tell) passing a proxy for upstream
and because I need to reverse proxy only one domain (test.com) I've tried
rewriting the URL and using proxy pass:

location / {
   rewrite ^ http://test.com$request_uri;
   proxy_set_header X-Custom SOMETOKEN;
   proxy_pass http://my_squid:3128;
}

Unfortunately since the final URL generated by rewrite starts with http
nginx immediately returns a 302 without forwarding the request to the
proxy.

Any ideas how to solve this or if there are alternative solutions to what
I'm trying to achieve ?

Thanks.

Posted at Nginx Forum: http://forum.nginx.org/read.php?2,250513,250513#msg-250513