How did you figure out it is router issue or Nexus issue?
How long does it delay? Did you connect to any other Wi-Fi network but no such a problem with Nexus 4?
Try channel width 40MHz. Disable WPS and WMM to test.

I already tried what you sugested. I think is a router issue because I never had this issue before with my phone, on any other wireless router, what could be wrong?

You tried other phones and are just working fine, as long as smart TV and laptop. I think this may be a compatible problem, between nexus 4 and this router with messaging apps.
To further locate this problem, suggest to do the check options below:
1. Do a ping test from your laptop, ping the ip address of the nexus 4 phone. (Actually, it's better to install a ping tool on your nexus phone, and do the ping test from the phones itself)
2. If you use other apps that will need Internet, will you have any feeling of "delay"?
3. What's the WAN connection type of the router? If possible, try other connection type.

This problem is some kind of weird, good luck ...............

The problem is when I ping using http,it's very slow and I get lost packages.

How did you do the ping test? From the laptop, you ping the Lexus? or From the Lexus, you ping a host on the Internet? Or, from the laptop, you ping a host on the Internet?

There is an application on Android, PingTools and I'm pinging "facebook.com" using HTTP protocol. I noticed that if I download torrents from my laptop that is connected to the same router, the problem dissapears, how is that possible?