Just as an add on. The problem is this configuration change in your nginx file:
server {
listen 80;
server_name my.old.domain.com;
...
}
Has to be changed to:
server {
listen 80;
server_name my.new.domain.com;
...
}
So the DNS change can take up to 48 hours to propagate (it usually takes 10-30 minutes from experience, depending on your DNS provider)
When the DNS server wasn't propagated nginx would still redirect you to my.old.domain.com
Hope this helps.