To enable WOL support, first restart your system and enter the EFI firmware (also called the EFI "BIOS" as a misnomer!). I'm running Asus systems at home, and quite honestly, their new EFI UIs are pretty slick.
In any case, head over to Advanced > APM. In this view, Power On By PCI-E/PCI should be set to enabled. Couple examples of this view are shown below
Now restart your system once more and boot into Ubuntu.
In a terminal run sudo ethtool <interface> where you can find the correct interface via ifconfig -a — obviously pick the one showing the correct IP. At the bottom, you want this output to show Wake-on: g since this indicates wake on Magic Packet is enabled.
mdesilva@skylake:~⟫ sudo ethtool enp0s31f6
[sudo] password for mdesilva:
Settings for enp0s31f6:
Supported ports: [ TP ]
Supported link modes: 10baseT/Half 10baseT/Full
100baseT/Half 100baseT/Full
1000baseT/Full
Supported pause frame use: No
Supports auto-negotiation: Yes
Advertised link modes: 10baseT/Half 10baseT/Full
100baseT/Half 100baseT/Full
1000baseT/Full
Advertised pause frame use: No
Advertised auto-negotiation: Yes
Speed: 1000Mb/s
Duplex: Full
Port: Twisted Pair
PHYAD: 1
Transceiver: internal
Auto-negotiation: on
MDI-X: on (auto)
Supports Wake-on: pumbg
Wake-on: g
Current message level: 0x00000007 (7)
drv probe link
Link detected: yes
Add NETDOWN=no in /etc/default/halt to prevent powering off the network card during shutdown. That's it!
Since my development box is a Mac, I did brew install wakeonlan and setup a ZSH alias for wakeonlan <MAC Address> where the MAC address is that of your network card; it will be the same MAC address as the one shown earlier via ifconfig.
You can also confirm this by running ping -c3 <Target IP> && arp -a and compare the MAC address just to be sure.