It depends on where you are seeing that question. If it is being asked as part of the NY state return and you intend to file a full-year NY return, as you stated, then yes, enter that previous NY address.
However, for the Federal tax return and the address shown on the heading of your NY return, you should enter your current address since it will be used by the IRS or NY Department of Taxation and Finance in any future correspondence about your tax return that you are filing.
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