Just a heads up if you do Metro North, make sure to check the holiday schedule, not the regular weekday schedule.

If you search at mta.info/mnr and put in the correct dates it will bring up the right schedules

Also in case you don't know, if it matters, Metro North goes to and from Grand Central, where Amtrak goes to and from Penn Station.

You can get either Metro North or Amtrak at New Haven, Bridgeport, or Stamford (not every Amtrak train stops at all three, but the schedules will let you know)