I would choose to avoid using a contact simply because they can be unreliable. To avoid direct contact, consider using a capacitive coupling or magnetic coupling. For example, if you could feed four different square waves to small electrodes, one on each fingertip and make each square wave a different frequency (each one being fairly high like 300KHz or so), you could then have an electrode on the thumb that picks up the square wave through capacitive coupling, which is easily tuned to work when the finger is held close to the sensor on the thumb. You would then amplify the small signal that is picked up and feed it into a circuit that determines from the unique frequency which finger was held close to the thumb. Since you are using capacitive coupling, you only have to hold the electrodes close together and not touching, so you could put the electrodes within the glove fabric for ruggedness. One of the challenges here would be to choose a detector circuit that works quickly to avoid significant time delays.