What is the purpose of using nginx with gunicorn?
Do you know why the Django mascot is a pony? The story is that Django
  comes with so many things you want: an ORM, all sorts of middleware,
  the admin site…​ "What else do you want, a pony?" Well, Gunicorn
  stands for "Green Unicorn" - obeythetestinggoat.com


Nginx is the front face for your server.
Gunicorn runs multiple django projects(each project is a wsgi
application powered by Gunicorn) in a single server(say Ubuntu).


Every request comes to nginx and asks for which gunicorn application
  should it go and it redirects it.

NOTE - Gunicorn cannot serve static files automatically as your local django server does. So you will need nginx for that again.
I want to use gunicorn for a REST API application with Flask/Python. What is the purpose of adding nginx here to gunicorn? The gunicorn site recommends using gunicorn with nginx.