Neny Bay is a small indentation in the west coast of Graham Land

Graham Land

Graham Land is that portion of the Antarctic Peninsula which lies north of a line joining Cape Jeremy and Cape Agassiz. This description of Graham Land is consistent with the 1964 agreement between the British Antarctic Place-names Committee and the US Advisory Committee on Antarctic Names, in...

 which is bounded on the west by Neny Island

Neny Island

Neny Island or is an island long which rises to , lying northwest of Roman Four Promontory and directly north of the mouth of Neny Fjord, off the west coast of Graham Land in Antarctica...

, and on the northwest and southeast respectively by Stonington Island

Stonington Island

Stonington Island is a rocky island lying 1 mile northeast of Neny Island in the eastern part of Marguerite Bay, off the west coast of Graham Land. Stonington Island is located at . Stonington Island, 0.4 miles long from northwest to southeast and 0.2 miles wide formerly connected by a drifted snow...

 and Roman Four Promontory

Roman Four Promontory

Rocky promontory or Punta Cuatro Romano or Roman Figure Four Mountain or Roman Four Rock is a cliff/promontory, rising to 830 m, marking the north side of the entrance to Neny Fjord on the west coast of Graham Land. Roman Four Promontory is located at and has an elevation of 830 m...

. The bay

Bay

A bay is an area of water mostly surrounded by land. Bays generally have calmer waters than the surrounding sea, due to the surrounding land blocking some waves and often reducing winds. Bays also exist as an inlet in a lake or pond. A large bay may be called a gulf, a sea, a sound, or a bight...

 was first charted by the British Graham Land Expedition

British Graham Land Expedition

A British expedition to Graham Land led by John Lachlan Cope took place between 1920 and 1922. The British Graham Land Expedition was a geophysical and exploration expedition to Graham Land in Antarctica between 1934 to 1937. Under the leadership of John Riddoch Rymill, the expedition spent two...

 (BGLE) under Rymill, 1934-37. The name, derived from Neny Island, was suggested by members of East Base of the United States Antarctic Service (USAS), 1939–41, who referred to it as Neny Island Bay.