Kinda need to know the engine size when talking about an engine problem. If yours has separate ignition coils, you can try switching two of them to see if the misfire goes to a different cylinder. You can do the same thing with injectors.
As far as compression tests, it's not whether or not a cylinder has compression. It's how much compression does it have and is it the same as all the other cylinders. From the way you described how it acts, it doesn't really sound like a compression / valve / piston ring problem. My first vote is for a coil.
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Saturday, January 26th, 2013 AT 11:18 PM