We consider a nonlinear chain of coupled oscillators, which is a direct generalization of the classical FPU lattice and exhibits, besides the usual nearest neighbor interaction, also next-to-nearest neighbor interaction. For the case of nearest neighbor attraction and next-to-nearest neighbor repulsion we prove that such a lattice admits, in contrast to the classical FPU model, moving modulating front solutions of permanent form, which have small converging tails at infinity and can be approximated by solitary wave solutions of the Nonlinear Schrödinger equation. When the associated potentials are even, then the proof yields moving modulating pulse solutions of permanent form, whose profiles are spatially localized. Our analysis employs the spatial dynamics approach as developed by Iooss and Kirchgässner. The relevant solutions are constructed on a five-dimensional center manifold and their persistence is guaranteed by reversibility arguments.