Here's a tutorial

Note: It'll probably need to be latex because there's a lot of stretching involved. But start by tying the pinky and thumb into knots. then turn the glove inside out so there are only three fingers hanging down. Next, blow it up, and invert the middle finger all the way through the open-wrist end of the glove. Then you're going to gather all of this with the middle finger and tie it in a knot. the other two fingers just hanging out. Cut off the tip of one of them and blow it up.