The statement that best explains why the room starts to feel cooler when a teacher opens a window on a cold day is: "air moves from the areas of higher temperature to the areas of lower temperature."
When the window is opened, the warmer air inside the room (which has a higher temperature) tends to move toward the colder air outside (which has a lower temperature). As the warmer air leaves the room, it is replaced by the cooler air from outside, causing the overall temperature of the room to decrease and making it feel cooler.