How to use OTG Data Cable with a Nexus S to access?
I also have a Nexus S device (running CyanogenMod 11, Android 4.4.4 KitKat), and it seems Nexus S does not support USB OTG. I tried connecting an external USB keyboard and also a USB mouse, and it did not work. The mouse LED for the optical sensor did not even light up.

So, I believe that either the hardware does not have support for USB OTG, or you might need a custom firmware with a custom kernel to make it work (I believe this is unlikely).