Tx Light Flashes Rx Light Does Not

I am using the HC-SR04 distance sensor with the newPing library for a very basic project as I am new to Arduino. I am only getting back 0s from the sensor which I’ve read is an error code for the sensor. I have been trouble shooting this problem from many directions from wiring to code but while looking at my board I realized that only the Tx light was flashing and the Rx was not as the code was being run. The sensor is so simple I do not think there is anything wrong with it and I have tried a few different sensors to make sure that they are not broken. Does this mean that my Arduino is broken and not capable of receiving data?

Code for Arduino Mega 2560:

#include <NewPing.h>
#define TRIGGER_PIN  22  // Arduino pin tied to trigger pin on the ultrasonic sensor.
#define ECHO_PIN     5  // Arduino pin tied to echo pin on the ultrasonic sensor.
#define MAX_DISTANCE 200 // Maximum distance we want to ping for (in centimeters). Maximum sensor distance is rated at 400-500cm.

NewPing sonar(TRIGGER_PIN, ECHO_PIN, MAX_DISTANCE); // NewPing setup of pins and maximum distance.

void setup() {
  Serial.begin(115200); // Open serial monitor at 115200 baud to see ping results.
}

void loop() {
  delay(50); // Wait 50ms between pings (about 20 pings/sec). 29ms should be the shortest delay between pings.
  unsigned int uS = sonar.ping_cm();
// Send ping, get ping time in microseconds (uS).
  Serial.print("Ping: ");
  Serial.print(uS); // Convert ping time to distance and print result (0 = outside set distance range, no ping echo)
  Serial.println("cm");
}

As you can see I am just going for an MVP which is why I am confused as to the difficulties and suspect the Arduino itself which is why I put it in this forum.

The sketch looks fine so my first guess would be bad wiring. Check that all four pins are connected correctly.