External Human-Machine Interfaces (eHMI) are widely used on robots and autonomous vehicles to convey the machine's intent to humans. Delivery robots are getting common, and they share the sidewalk along with the pedestrians. Current research has explored the design of eHMI and its effectiveness for social robots and autonomous vehicles, but the use of eHMIs on delivery robots still remains unexplored. There is a knowledge gap on the effective use of eHMIs on delivery robots for indicating the robot's navigational intent to the pedestrians. An online survey with 152 participants was conducted to investigate the comprehensibility of the display and light-based eHMIs that convey the delivery robot's navigational intent under common navigation scenarios. Results show that display is preferred over lights in conveying the intent. The preferred type of content to be displayed varies according to the scenarios. Additionally, light is preferred as an auxiliary eHMI to present redundant information. The findings of this study can contribute to the development of future designs of eHMI on delivery robots.