During my migration to other server, I recreated some of my configs and enabled gzip compression for most file types. Here’s the relevant config:

gzip on;
gzip_vary on;
gzip_disable "msie6";
gzip_comp_level 6;
gzip_proxied expired no-cache no-store private auth;
gzip_types text/plain text/xml application/xml application/json application/x-javascript text/javascript text/css;

It should cover most text-based content one will ever serve over the web. Probably.