Broody Duck

I think my duck is going broody, for the last couple of weeks it had been sitting on eggs at night and now its sitting on them during the day too.

The only problem is, it created the nest outside in a brush and it's getting cold here at night. It makes a hissing noise when I get close to it ad I'm torn between moving its eggs and creating a nest for it in  the duck pen or leaving it there.
I'll have to do more reading on this.