It's not.
Although CO tries so hard to pawn EWR (Newark, NEW JERSEY) as a New York airport, EWR is not a co-terminal of JFK/LGA on CO. I believe it is on several other large airlines, but not on CO
To change from LGA to EWR would require a whole new re-price of your ticket. Since you haven't flown the outbound portion of your ticket yet, they will sell you a ticket at today's rates and then credit your existing airfare (minus $100 change fee). So if the new ticket were $1,200 and you paid $250 for your existing ticket - you're looking at an add collect of $1,050.
Good luck and happy flying.
PS - it never hurts to call and ask, but the "book" says they will do the above.
-RM