Then restart nginx in Plesk Services Management. Note that text/html doesn’t need to be specified with gzip_types (and in fact produces a configuration warning if you try). Once you set gzip on, nginx automatically assumes text/html as a gzip type.
I wanted to add the nginx gzip compression on a Plesk 11.5.30 (Debian 7) and I added a file called gzip.conf in the folder IgorG said with the code IgorG said and I receive an error: