proxy_user="<username I need to authenticate at the proxy>"
proxy_pass="<password I need to authenticate at the proxy>"
proxy_serv="<hostname of the proxy>"
proxy_port=<port of the proxy>
ssh_user="<remote username I need to login on the ssh-machine>"
ssh_serv="<remote password I need to login on the ssh-machine>"
ssh_port=<ssh-port>

$ export env http_proxy="http://$proxy_user:$proxy_pass@$proxy_serv:$proxy_port"

$ wget $ssh_serv
Connecting to <proxy_serv>... connected.
Proxy request sent, awaiting response... 200 OK
Length: unspecified [text/html]
Saving to: ‘index.html’

$ ssh $ssh_user@$ssh_server:$ssh_port
ssh: Could not resolve hostname <ssh_server>:<ssh_port> Temporary failure in name resolution

ssh -o "ProxyCommand='ssh -W %h:%p $proxy_user:$proxy_pass@$proxy_serv:$proxy_port'" $ssh_user@$ssh_serv:$ssh_port

Host ssh.example.com
    ProxyCommand ssh root@proxy.example.com nc %h %p