As far as I know, pg. is not an acceptable form, at least in formal writing. The correct forms are p. for a single page, and pp. for a range.
In many cases, actually, you don't need any of them. Quite commonly you'll find references in the form volume:page(s), like 5:204 or 8:99–108 (or, for works of a single volume, something like Blah Blah Blah 108).
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