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This exercise is called the Cross-Hand Shoulder Stretch. It's a great exercise if you have tightness in the back of your shoulders and in your golf swing. It's really going to help with extension in your trail arm (or that left arm if you're a right-handed golfer), and it's going to get extension through your other hand in the downswing.
The exercise is going to look like this: You're going to take a cross-grip of what you normally would on your golf swing. Set up into about a driver stance, and you're going to take a full backswing and try and push with your bottom hand to get that full extension of that arm. Bring the club down, and now you're going to feel like you're pulling with your hand, pulling the other arm into an extension. One thing you want to feel is the weight of the shot in the club settle at the top of each swing before you come back down, and then back. Once you've done about ten of these to each side, you'll want to switch your grip, so holding it as you normally would in your golf swing, bring the club up just like a backswing, and then down. Again, pushing with that bottom hand. It's going to give you big extension in your golf swing that's going to lead to more efficiency and a lot more distance in your swing.