Marine biologist Robert DiGiovanni says the whale was last seen heading southeast from the Verrazano-Narrows Bridge, out toward open sea.
He says the animal was observed diving and breaching normally.
After making an appearance off Rockaway Beach in Queens Wednesday, it headed for Brooklyn.
Experts say it is not unusual for whales to be in the area at this time of year. But they're usually not this close to shore.
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