Since you changed your domicile during tax year 2019 according to your question, you must file a 2019 part-year resident tax return in each of the two states.
That's because NJ legally remained your domicile until you changed it to NY.
Here is NJ's law regarding change of domicile:
You have only one domicile, although you may have more than one place to live. Your domicile does not change until you move to a new location with the intent to establish your permanent home there and to abandon your New Jersey domicile. Moving to a new location, even for a long time, does not change your domicile if you intend to return to New Jersey.
https://www.state.nj.us/treasury/taxation/pdf/current/1040i.pdf , page 4
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
