This pendant is composed of 7 wire rings, not including the jump ring. The rings are linked by mobius weave which means every ring passes through the others. More information for mobius weaving can be found at mailleartisans.org.
I got 25’ of 16 gage wire from a home improvement store for less than $2.00. You could also use a coat hanger.
Link two rings together and lay them flat. Push them together so they’re “hugging”. Open a third ring and run it through the other two. Lay it flat and push it together.
Open a fourth ring and run it through the three others. Lay it flat and push it together.
Repeat the process until you have the desired amount of rings. I used 7.
Place the assembly over a tapered shaft. I used the end of a prybay. Arrange the rings so that none of the openings show from the front. Apply flux to the rings and place a small piece of solder by each ring opening.
Solder the rings and wait for it to cool before handling.
For more info on soldering, flux and so on check out the Phillips Head Stud Earring project.
Remove any left over sharp edges from the back of the pendant. Polish the pendant with polishing compound and a polishing wheel.
Make a jump ring using the same socket and pliers method. File the edges so that it closes nicely and attaché it through the pendant.