Router Appears to Only Connect to Internet via Coaxial Cable, Not Ethernet

Hello, 

I am an xfinity customer who has a Dual Band Wifi 802.11ac XB3 Router. Historically, I have connected my router to the internet via the coaxial cable port, without issue. I recently moved, and there is only one wall port in my new home that has a compatible port for this coaxial cable - which has worked just fine for the time being. There are, additionally, multiple wall ports that appear to accept ethernet wire connections. 

For various reasons, I would like to move my router to a different location, which would entail connecting it via ethernet, or some other means than the coaxial cable. I was provided a yellow cat.5e cable when I picked up my router, and have connected this wire to a ethernet wall port that is also labelled at cat.5e. However, when I attach the ethernet to my router, nothing appears to happen: The green and orange lights next to the ethernet port on the router do not light up, and only the "Power" light on the front of the device is on. 

Does anyone know what is going on here? Please let me know if there are any further details I can provide to help troubleshoot this.