Thanks Jonathan!
Well I can not comment regarding getting professional service. Infact I will be glad to have support but If I go with this approach then I would rather be asked to use web server which supports the said feature. (This is doable in apache). And I really don't want to do away with Nginx.
With lack of reply I understand this isn't possible in nginx at the moment but I hope this is taken as feature request so that I can use it in nginx and does not have to rely on other web server.
Regards
Keyur