Wyatt Johnston pushed it to 4-0 at 14:32 of the second period, redirecting a centering pass by Heiskanen in the slot.
"I don't think our intensity level was where it needed to be, and it wasn't to good enough standards," Nemeth said. "We have to start with that, and other things come after you do that work."
Johnston's goal came shortly after Oettinger stopped Michael Carcone on a breakaway at 12:03.
"We had great chances, and our power play generated good chances," Coyotes coach Andre Tourigny said. "We had good possession and had a few shots deflected. We threw a little bit of everything at [Oettinger]. We had breakaways, odd-man rushes and some different attempts, but [Oettinger] stood up big. That's the story of the game at the end of the day."
NOTES:Faksa has three goals in his past three games following a 25-game goal drought. ... Benn extended his point streak to five games (three goals, two assists). … Heiskanen extended his assist streak to five games (eight assists). He has three multiassist games during the streak. … Robertson has 100 assists in 176 NHL games, the fourth-fewest needed to reach the milestone in Stars/Minnesota North Stars history, behind Bobby Smith (141), Tim Young (144) and Neal Broten (146). ... Arizona has not won a game against a Central Division team on the road this season.