nginx closes connection on some pictures

The main thing I forgot is to check /var/log/nginx/error.log.

2012/07/12 08:46:44 [crit] 24074#0: *3 open() 
"/var/lib/nginx/proxy/1/00/0000000001" failed (13: Permission denied) 
while reading upstream, client: 109.173.96.30, server: site.com, request: 
"GET /images/theme/front/clean.jpg HTTP/1.1", upstream: 
"http://123.234.123.234:8080/images/theme/front/clean.jpg", 
host: "www.site.com", referrer: "http://www.google.com"

So I fixed /var/lib/nginx/proxy/* directories permissions (sudo chown -R www-data:www-data /var/lib/nginx/proxy/*) and now everything works great. Thank everybody for help.