why adding Expire-Header to static files in nginX does not work

I have a single server block where my site resides in. Inside of that block I've added a location block as below:

server {
...

location ~* \.(?:ico|css|js|gif|jpe?g|png)$ {
    expires 30d;
    add_header Pragma public;
    add_header Cache-Control "public";
    }
...
}

When I check expire headers with Y! Slow nothing is cached!

NB: I've reloaded my config file before testing.

EDIT 1:

I've noticed that changing any static file wouldn't reflect new changes to browser. Does this cache mean server side cache? Can't we cache on clients browsers?

EDIT 2:

HTTP/1.0 200 OK
Server: nginx
Date: Tue, 23 Sep 2014 07:41:20 GMT
Content-Type: image/png
Content-Length: 5597
Last-Modified: Wed, 30 Jul 2014 22:50:19 GMT
ETag: "53d976ab-15dd"
Accept-Ranges: bytes
Age: 30396
Connection: close

EDIT 3:

Full nginX configuration:

# You may add here your
# server {
#   ...
# }
# statements for each of your virtual hosts to this file

##
# You should look at the following URL's in order to grasp a solid understanding
# of Nginx configuration files in order to fully unleash the power of Nginx.
# http://wiki.nginx.org/Pitfalls
# http://wiki.nginx.org/QuickStart
# http://wiki.nginx.org/Configuration
#
# Generally, you will want to move this file somewhere, and start with a clean
# file but keep this around for reference. Or just disable in sites-enabled.
#
# Please see /usr/share/doc/nginx-doc/examples/ for more detailed examples.
##

server {

    # Port that the web server will listen on.
    listen 80;

    # Host that will serve this project.
    server_name localhost;

    # Useful logs for debug.
location ~* \.(ico|css|js|gif|jpe?g|png)$ {
    expires 30d;
    add_header Pragma public;
    add_header Cache-Control "public";
}
    # The location of our projects public directory.
    root /var/www/html;

    # Point index to the Laravel front controller.
    index index.php;

    location / {

        # URLs to attempt, including pretty ones.
        try_files $uri $uri/ /index.php?$query_string;

    }

    # Remove trailing slash to please routing system.
    if (!-d $request_filename) {
        rewrite ^/(.+)/$ /$1 permanent;
    }

    # PHP FPM configuration.
    location ~* \.php$ {
            fastcgi_pass unix:/var/run/php5-fpm.sock;
            fastcgi_index index.php;
            fastcgi_split_path_info ^(.+\.php)(.*)$;
            include /etc/nginx/fastcgi_params;
            fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
    }

    # We don't need .ht files with nginx.
    location ~ /\.ht {
            deny all;
    }

   location ~ ^/(themes/\w+/views) {
        deny  all;
    }  

    #avoid processing of calls to unexisting static files by yii
    location ~ \.(js|css|png|jpg|gif|swf|ico|pdf|mov|fla|zip|rar)$ {
        try_files $uri =404;
    } 


}
    # Only for nginx-naxsi used with nginx-naxsi-ui : process denied requests
    #location /RequestDenied {
    #   proxy_pass http://127.0.0.1:8080;    
    #}

    #error_page 404 /404.html;

    # redirect server error pages to the static page /50x.html
    #
    #error_page 500 502 503 504 /50x.html;
    #location = /50x.html {
    #   root /usr/share/nginx/html;
    #}

    # pass the PHP scripts to FastCGI server listening on 127.0.0.1:9000
    #
    #location ~ \.php$ {
    #   fastcgi_split_path_info ^(.+\.php)(/.+)$;
    #   # NOTE: You should have "cgi.fix_pathinfo = 0;" in php.ini
    #
    #   # With php5-cgi alone:
    #   fastcgi_pass 127.0.0.1:9000;
    #   # With php5-fpm:
    #   fastcgi_pass unix:/var/run/php5-fpm.sock;
    #   fastcgi_index index.php;
    #   include fastcgi_params;
    #}

    # deny access to .htaccess files, if Apache's document root
    # concurs with nginx's one
    #
    #location ~ /\.ht {
    #   deny all;
    #}



# another virtual host using mix of IP-, name-, and port-based configuration
#
#server {
#   listen 8000;
#   listen somename:8080;
#   server_name somename alias another.alias;
#   root html;
#   index index.html index.htm;
#
#   location / {
#       try_files $uri $uri/ =404;
#   }
#}


# HTTPS server
#
#server {
#   listen 443;
#   server_name localhost;
#
#   root html;
#   index index.html index.htm;
#
#   ssl on;
#   ssl_certificate cert.pem;
#   ssl_certificate_key cert.key;
#
#   ssl_session_timeout 5m;
#
#   ssl_protocols SSLv3 TLSv1;
#   ssl_ciphers ALL:!ADH:!EXPORT56:RC4+RSA:+HIGH:+MEDIUM:+LOW:+SSLv3:+EXP;
#   ssl_prefer_server_ciphers on;
#
#   location / {
#       try_files $uri $uri/ =404;
#   }
#}

Solution 1:

The reason is that you have two blocks that match to image files:

location ~* \.(?:ico|css|js|gif|jpe?g|png)$ {
location ~ \.(js|css|png|jpg|gif|swf|ico|pdf|mov|fla|zip|rar)$ {

This means that nginx only uses the latter one for your image files.

You need to change the location statements like this:

location ~* \.(?:ico|css|js|gif|jpe?g|png)$ {
    expires 30d;
    add_header Pragma public;
    add_header Cache-Control "public";
    try_files $uri =404;
}

location ~ \.(?:swf|pdf|mov|fla|zip|rar)$ {
    try_files $uri =404;
}

Now the image files match only the first block, so it is used.

You should consider adding the Expires header also, if you want to control the time that browsers cache the files, without revalidating them from the server.