Why am I getting a NullReferenceException when trying to save changes from the ServiceContext on a console app that connects to CRM?

Question

I am following the Build a console app that connects to CRM guide, and when I try to run it, it throws a NullReferenceException on SaveChanges(). (See bottom of the post for edits)

Here's the code:

using System;
using System.Linq;
using Xrm;
using Microsoft.Xrm.Client;

namespace CRM_Console_Application
{
    class Program
    {
        static void Main(string[] args)
        {

            var xrm = new XrmServiceContext(new Microsoft.Xrm.Client.Services.OrganizationService(new CrmConnection("Xrm")));

            var allisonBrown = new Contact
            {
                FirstName = "Allison",
                LastName = "Brown",
                Address1_Line1 = "23 Market St.",
                Address1_City = "Sammamish",
                Address1_StateOrProvince = "MT",
                Address1_PostalCode = "99999",
                Telephone1 = "12345678",
                EMailAddress1 = "allison.brown@example.com"
            };

            xrm.AddObject(allisonBrown);
            xrm.SaveChanges(); //Here is where it throws an Exception
            WriteExampleContacts(xrm);
            Console.WriteLine("Press any key to exit.");
            Console.ReadKey();
        }

        private static void WriteExampleContacts(XrmServiceContext xrm)
        {
            var exampleContacts = xrm.ContactSet.Where(contact => contact.EMailAddress1.EndsWith("@example.com"));
            foreach (var contact in exampleContacts)
                Console.WriteLine(contact.FullName);
        }
    }
}

Also, I am using a Xrm.cs file generated by the CrmSvcUtil tool from the CRM SDK, and an App.config, as follows.

<!--App.config-->
<?xml version="1.0" encoding="utf-8" ?>
<configuration>
  <configSections>
    <section name="microsoft.xrm.client" type="Microsoft.Xrm.Client.Configuration.CrmSection, Microsoft.Xrm.Client"/>
  </configSections>
  <connectionStrings>
    <add name="Xrm" connectionString="Server=http://[MyCompanyName].crm.dynamics.com; Username=[MyUsername]; Password=[MyPassword]"/>
  </connectionStrings>
  <microsoft.xrm.client>
    <contexts default="Xrm">
      <add name="Xrm" type="Xrm.XrmServiceContext, Xrm" connectionStringName="Xrm"/>
    </contexts>
  </microsoft.xrm.client>
    <startup> 
        <supportedRuntime version="v4.0" sku=".NETFramework,Version=v4.5.2" />
    </startup>
</configuration>

But I get this error and can't seem to figure out why. Also, I tried it out with Microsoft's source code and it returns the same error:

An error occured while processing this request. System.NullReferenceException: Object reference not set to an instance of an object. at Microsoft.Xrm.Sdk.Client.ProxyTypesBehavior.System.ServiceModel.Description.IEndpointBehavior.ApplyClientBehavior(ServiceEndpoint serviceEndpoint, ClientRuntime behavior) at Microsoft.Xrm.Client.Services.OrganizationService.CreateServiceConfiguration(CrmConnection connection) at Microsoft.Xrm.Client.Services.OrganizationService.GetServiceConfiguration(CrmConnection connection) at Microsoft.Xrm.Client.Services.OrganizationService.ToOrganizationServiceProxy(CrmConnection connection) at Microsoft.Xrm.Client.Services.OrganizationService.ToOrganizationService(CrmConnection connection) at Microsoft.Xrm.Client.Services.OrganizationService.<>c__DisplayClass2.<.ctor>b__0() at System.Lazy1.CreateValue() at System.Lazy1.LazyInitValue() at System.Lazy1.get_Value() at Microsoft.Xrm.Client.Services.OrganizationService.InnerOrganizationService.UsingService[TResult](Func2 action) at Microsoft.Xrm.Client.Services.OrganizationService.Execute(OrganizationRequest request) at Microsoft.Xrm.Sdk.Client.OrganizationServiceContext.Execute(OrganizationRequest request) at Microsoft.Xrm.Sdk.Client.OrganizationServiceContext.SaveChange(OrganizationRequest request, IList`1 results)

What am I missing? Is there something I'm doing wrong?

Thanks in advance.

EDIT: No, the "Duplicate" link does not help, since I cannot debug what XrmServiceContext.SaveChanges() does in order to get to the missing/null object.

EDIT2:

I modified my console app (for connnection testing) and now it returns that the credentials must be populated, but the login info is already there. Same happens if I go

IServiceManagement<IOrganizationService> orgServiceManagement = ServiceConfigurationFactory.CreateManagement<IOrganizationSe‌​rvice>(new Uri(url)); 
Sdk.Client.AuthenticationCredentials credentials = new Sdk.Client.AuthenticationCredentials(); 
credentials.ClientCredentials.UserName.UserName = "MyUsername"; 
credentials.ClientCredentials.UserName.Password = "MyPassword"; 
orgServiceManagement.Authenticate(credentials);