The whale, which was first reported by a phone call from a resident around 8 a.m., does not appear to be injured or entangled (unlike another recent whale incident in February).
"It's going out towards the ocean," David Schulein, a spokesman for the Coast Guard, said of the New York Harbor whale. "We just established a security safety zone."
Annie Berlin, a spokesman for the Coast Guard, said: "It is fairly close to the shipping zone. We want to make sure that not only the animal is not in danger, but that the vessels traveling in and out of New York Harbor are also safe."