How to get Column Names list if row IS NOT NULL in PostgreSQL
If your list of columns is small and fixed you could always do:

SELECT *, 
       CONCAT_WS(',', 
                 CASE WHEN col1_name IS NULL THEN NULL ELSE 'col1_name' END,
                 CASE WHEN col2_name IS NULL THEN NULL ELSE 'col2_name' END)
       AS "colNew_name"
FROM table1


See http://sqlfiddle.com/#!15/a88af8/2