The problem is solved. nginx does not send any request to thr server if the file extension is .png or .jpg. The solution is to sedn this request if file name is matched up with image file extension. Add this line to nginx.conf:
location ~ \.png$ {
proxy_pass http://mongrel;
}

The more general solution is to match an url, something like that:
location ^~/insight/show_file/ {
proxy_pass http://mongrel;
}

Both wok fine for me.
Maybe it will be helpful for somebody,
Thanks,
Irina