What Causes A Constant Pain On The Elbow And Numbness In Thumb?

I have been having constant aching in my right elbow. Pain becomes sharper with certain ROM. I cannot sleep on my right side/arm and if I do I experience numbness to my thumb, index finger and middle finger. The pain is minimally relieved by ice and NSAIDs. Other than a steroid injection, are there other non invasive things I should be doing?