McDavid also scored on a breakaway at 14:36 of the third period for the 6-1 final.
"The guys kind of put a little video together of all the other five guys that have done it," said McDavid, the Edmonton captain. "It kind of hit me. That was special. To hear from all five was amazing."
Ryan Nugent-Hopkins had a goal and two assists, and Zach Hyman and Derek Ryan each had a goal and an assist for the Oilers (48-23-9), who have won seven straight and extended their point streak to 13 games (12-0-1). Stuart Skinner made 22 saves, and Evan Bouchard had two assists.
Edmonton, which secured home-ice advantage in the first round of the Stanley Cup Playoffs when the Los Angeles Kings lost 4-3 to the Colorado Avalanche later Saturday, moved within two points of the Vegas Golden Knights for first place in the Pacific. Each has two games remaining. Vegas lost 2-1 in the shootout at the Dallas Stars.
"We're playing well," McDavid said. "You never know how high the ceiling is, but that's what makes this game fun. We're playing really well. We're putting wins together. That's all you can ask for this time of year."
Tomas Hertl scored, and James Reimer made 29 saves for the Sharks (22-41-16).
"I thought for certain periods in the game we were good, and then for long stretches they controlled it," San Jose captain Logan Couture said. "They have some special players over there who made some plays tonight."
Nugent-Hopkins gave Edmonton a 1-0 lead at 5:46 of the first by scoring at the right post after Reimer stopped McDavid on a drive to the net.