I had a hard time finding a tutorial on how to do this, and found a little bit different way. If you do it this way you don't have to change the directions you twist the yarn in order to keep it from getting all twisted up.
by Antoine Snake Puzzle Tutorials
by Sarah Johnson - Pugdemonium
by Easy 3d art
by Nidhi's CrochetART
by Easy Crafts and Lifehacker
by MamochkinKanal
by EatNowCryLater