An improper U-turn is violation of NJSA 39:4-125 and is a 3 point offense, as you stated, if you are a NJ driver's license holder. Since you are a New York license holder it is not likely that points will be assigned to your NY license.

With a few exceptions, New York's DMV does not add points to your NYS driver record for record out-of-state moving violations committed by New York State motorists in other jurisdictions. Points can appear on your driving record if you commit a traffic violation in Ontario or Quebec, Canada due to a reciprocal agreement.