The only warbler you expect this time of year is the Yellow-rumped (Myrtle), hanging out along the dunes of the city’s edges, where they scarf up bayberries. And they usually move in small flocks. Saw some last month on Staten Island. The loner above puzzled me.
The yellow under-tail coverts along with the dark tail is the big tell here. The split eye-ring helps. This is an Orange-crowned Warbler.
Seen at Shirley Chisholm State Park. On the same day, others on ebird reported a continuing one at Marine Park and one at Red Hook. A couple of Palm Warblers were also reported here and there, and an Ovenbird has been overwintering at Brooklyn Bridge Park.
Backyard and Beyond 
The lack of a white throat which curls up toward the back and is present year round in the Yellow-rumpeds is a good clue, too.