"in"
We use "in" for spans of time longer than 1 day. Since "coming dayS" is longer than a day, we use "in".
Very rarely, you might see "coming" used synonymously with "upcoming", in order to refer to individual days in the future, and in those cases you would use "on":
"I will be absent on exactly 5 (up)coming days in the coming 3 months."