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Therefore we are buried with him by baptism into death: that like as Christ was raised up from the dead by the glory of the Father, even so we also should walk in newness of life.

New Defender's Study Bible Notes

6:4 buried with him by baptism. The references to baptism in Romans 6:3-5 clearly imply immersion, as no other mode could picture the death, burial, and resurrection of Christ. Likewise, immersion also portrays the death of the believer to his old life and his resurrection to a new life, with the “old man” (Romans 6:6) “dead indeed unto sin,” but with the new man “alive unto God through Jesus Christ our Lord” (Romans 6:11). There is nothing in the baptismal waters themselves, of course, which produces this miracle, but rather the “washing of regeneration, and renewing of the Holy Ghost” (Titus 3:5) which is accomplished by the baptism of the Holy Spirit into Christ Himself (I Corinthians 12:13). Nonetheless, the immediate submission of the new believer to the ordinance of baptism, thus identifying himself publicly with Christ and the other local believers, with all the impressive pictorial symbolism in the immersion itself, should—and normally does—produce a tremendous impact and change in his life.

6:4 should walk. The modifier “should” is better rendered “shall” (same in Romans 6:6).

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