The Northern Irishman is under pressure with the Bhoys sitting 11 points behind league leaders Rangers, although Lennon's side have two games in hand.
"All of us are not happy with how things are panning out," said Lennon.
"There's a calmness about Peter and the board, there's no panic. We've been over the course and distance many times before.
"I speak to Peter every day. He's very, very supportive, so it's as you are. Let's get improvement, some wins, let's play the type of football we know we are capable of."
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