The loss dropped the Rangers to 1-1 on their three-game homestand against Western Conference opponents and snapped a five-game winning streak against the Oilers.
McDavid has factored in all five goals the Oilers have scored this season (two goals, three assists). His game-winner on Saturday came on a power play 6:23 into the third period with the Rangers dealing with one of three holding penalties they had to kill in the third period.
"We did a lot of good things, let's be honest here. It's a good hockey game," Lundqvist said. "But it's pretty clear to me why we lost - we lost the special-teams game. In this league that's so important in so many games, esp when we're not scoring that many goals.
"The problem is, if you start taking too many penalties, sooner or later they're going to find one."
The Rangers - less than 36 hours removed from an emotional comeback win over the Sharks that gave Quinn his first NHL victory - stressed beforehand the importance of coming out strong at the 1 p.m. faceoff time, and they nearly took the lead a half-minute in when Zibanejad found the iron for the first time in the game. Instead, it took Zibanejad 12:49 to put the Blueshirts in front, when Marc Staal's centering pass ticked off of Oilers defenseman Adam Larsson's skate and found Zibanejad at the right hashmarks with room to shoot.
It was Zibanejad's first goal of the season on his 17th shot; he finished with a game-high four shots on goal in 22 minutes on ice and drew praise afterward for his line's performance in matching up with the McDavid unit for much of the afternoon.
"They played well - they spent a lot of time in the offensive zone, and I thought they did a pretty good job of neutralizing McDavid as much as you can," Quinn said of the Chris Kreider-Zibanejad-Jesper Fast unit. "Mika had a real good night. I'm glad he got on the scoreboard, he's been working hard with not a lot to show for it offensively."
Zibanejad was equally happy to pick up his first goal, but lamented hitting the post to open the game, then again in the second period, just after McDavid had taken one away from him. "They just didn't seem to want to go in for another one," Zibanejad said. "But I'll keep shooting."
Just 88 seconds after Zibanejad's goal, McDavid's unit provided a response when Darnell Nurse's shot hit bodies in front and fell nicely for Ryan Nugent-Hopkins to tap in.
"That goal they got deflated us a little bit because they didn't have a lot going on," Quinn said. "All of a sudden, you're playing well and boom, it's 1-1. I think that kind of swayed things a little bit."
The Rangers complete the three-game homestand on Tuesday night against the Colorado Avalanche, on First Responders Night at the Garden.
"We were right there," said Staal. "We've got to find a way as a team to be confident in those situations and learn how to close out a game."
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