I changed my apple id and cannot change my icloud account

You cannot change your Apple-"iCloud"-ID if your iCloud-ID is a mac.com, me.com or icloud.com email address. If you are using an email-address from a other provider (outlook, gmail etc.) as your Apple-iCloud-ID, then it should already be the same. Just try to sign out of iCloud on your iPhone (Settings > iCloud > Delete Account) and then try to set it up again by signing in with your new email address.

I'm unable to sign out of icloud on my phone (4s) because it is signed in under old email address (---@comcast.net). Delete account is not listed as an option. Only sign out. Current apple ID (---@live.com) doesn't work. Not sure what to do...