The speaker doesn’t specify a particular setting. That said, it’s reasonable to infer that the poem takes place in a domestic setting, likely in a room in some house. When the final quatrain arrives and the speaker directly addresses their father, it’s easy for the reader to imagine a scene where the speaker sits at the dying man’s bedside, begging him not to go. In addition to this inferred setting of an aging man’s deathbed, the speaker mentions several abstract locations that symbolize different stages of a person’s life. The first of these abstract locations is the “green bay” mentioned in the third tercet (lines 7–9):

     Good men, the last wave by, crying how bright
     Their frail deeds might have danced in a green bay,
     Rage, rage against the dying of the light.

In these lines, the speaker describes how “good men” may feel that their “frail deeds” in life could have been more spectacular—so spectacular they may have “danced in a green bay.” The green bay is a metaphorical space that symbolizes the time before “the last wave” had passed, when the future was still “bright” with possibilities for personal fulfillment. Likewise, when the speaker references their father’s perch “there on the sad height” (line 16), they are referring figuratively to his old age.