The whale was spotted just after 2 p.m., breaching off 96th Street.
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This comes after several boats reported spotting the whale last week in New York Harbor.
Authorities warned mariners to watch out for the large mammal, and to avoid all contact with it.
Experts say whales are migrating south, but have stopped in our area because of the food supply.
Dr. Howard Rosenbaum at the Wildlife Conservation Society told Eyewitness News that the whale on Thursday was likely a humpback, which stay close to shore between Fire Island and Brooklyn and are most often seen by people.
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While the humpback whale is most often seen, different species of whales have been spotted or detected with increasing frequency in New York waters near the Verrazano-Narrows Bridge and just off the coast between Long Island and New Jersey in recent years.
The Wildlife Conservation Society is working with the Hudson River Foundation, the shipping industry, federal, state and local officials among others to learn as much as they can about whales in the area waters and why they are here.