Iterate over markdown headers to create navigation menu

Iterate over markdown headers to create navigation menu

I would like to make a single-large-page with a menu on the side that
links directly to sections inside this single page. Similar to the
bootstrap manual pages.
I would like to write the page content in markdown. How can I make jekyll
automatically create the navigation menu from the headers in the markdown
page? I.e. loop/iterate over the headers to insert menu items?