Second to last is the penultimate item. First to last is the first counting from the "last" direction. Second to last is the second object from that direction. (Then again, this is rarely used, and it could be that a given group of English speakers might use second to last as either penultimate or pen-penultimate.)
Also, the way I see that picture, they look like they're passing me in the direction of the arrow, so I'd actually call the farthest to the left the last one, and the next second-to-last.
Next is the opposite of last when you're in the middle of the list, and you use them as directions. Talking about the one who just passed, you call it the last one (as in last to pass), and the one after that as second to last, or next to last. To keep moving down the list, you could say "the one before that." (I've never heard third to last, but after a moment to figure it out, it would make sense.)
In the other direction is the next object, which is about to pass you. you could keep moving in that direction either by simply saying "the one after that" or maybe by saying second to come. (or third or so on)
Basically, in the middle of the list, you treat it as two different lists, the ones that have already come, and the ones who are soon to come.
Please let me know if I need to clarify something.