You did not "make zero dollar in NJ".
As @Hal_Al has stated, since you are an NJ resident, ALL your income is taxable by NJ, regardless of where you earned it.
Additionally, all the income you earned by working in NY is taxable by NY.
Therefore you must file two state returns: a non-resident NY tax return AND a NJ resident tax return.
You'll be able to claim a credit on your NJ return for the taxes paid to NY on the income that is taxed by both states, so you won't be double-taxed.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
