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Edmonton Oilers goalie Devan Dubnyk makes a save against the Colorado Avalanche during the second period of their NHL game in Edmonton January 28, 2013.DAN RIEDLHUBER/Reuters

The Edmonton Oilers have made a habit of falling behind early in games this season.

They finally got an early lead and Devan Dubnyk did the rest.

The Edmonton goalie made 37 saves — including 23 during a third-period barrage — and the Oilers scored of all their goals on the power play to defeat the Colorado Avalanche 4-1 on Monday.

Ales Hemsky, Jordan Eberle, Shawn Horcoff and Nail Yakupov, into an empty net, scored on the man advantage for the Oilers (3-2-0). Taylor Hall and Sam Gagner each picked up two assists for Edmonton, which finally got a strong start to a game after falling behind in each of its four previous outings.

"They had a really strong push at the end," said Dubnyk of the Avalanche. "You are able to get through things like that when you have earned a three-goal lead with how well we played in the first 40 minutes. There are going to be swings in momentum throughout the game. We wanted to get that first goal and get a lead, which we hadn't been able to do all year. It was good to see."

Oilers head coach Ralph Krueger was glad to see his squad not have to dig itself out of a hole.

"The puck management through the first 40 minutes was an excellent reaction," he said. "It was an excellent first two periods all around, the kind of game we want to see on a regular basis.

"They pushed us in the third and we had to buckle down and (Dubnyk) played excellent. But we showed in the first two periods that when get teams down low and get moving like that, we are going to be a tough team to play against."

P.A. Parenteau scored the lone goal for the Avalanche (2-3-0), who have lost two in a row to start a four-game road trip.

Avalanche coach Joe Sacco said his team once again got stung in odd-man situations after allowing three power-play goals in Saturday's 4-0 loss to the San Jose Sharks.

"We put ourselves in short-handed situations again," he said. "We've allowed seven power-play goals now in two games. That's not good enough. The overall game was not good enough as well. We have to pick it up on our special teams, there is no question. And one goal in two games isn't going to get you many points."

Edmonton opened the scoring with five minutes left to play in the first on the tail end of a power play. Hemsky swooped in and swatted a puck past Colorado goalie Semyon Varlamov during a scramble in front of the net.

The Oilers added another power-play goal with two minutes left in the period as Eberle picked the top corner on a shot from the top of the circle for his third of the season.

Edmonton had 14 shots in the first while Colorado only managed three on Dubnyk.

The Oilers took a three-goal lead midway through the second period on yet another man-advantage opportunity as Hall's shot hit Horcoff's skate in front and squeaked past Varlamov.

Colorado had its best chance to that point of the game a minute later as Jamie McGinn had Dubnyk beat but rang a shot off the post.

Persistent pressure by the Avalanche in the third finally paid off eight minutes in as Parenteau fired a shot under Dubnyk's pads at the side of the net to make it 3-1.

Yakupov scored his third of the season on yet another power play with 30 seconds left and Varlamov on the Colorado bench for an extra attacker.

Varlamov finished the night with 23 saves.

Both teams return to the ice on Wednesday. The Oilers begin a three-game trip in Phoenix, while the Avalanche visit Vancouver.

Notes: It was the first of five meetings between the Northwest Division rivals. The teams split their six season meetings last season. ... The Avalanche were without captain Gabriel Landeskog, variously listed as out with leg and/or a head injury. Landeskog was levelled late in the first period by San Jose's Brad Stuart in Colorado's last game, but did return to finish the contest. ... The Avs remain without last year's leading scorer Ryan O'Reilly, who is holding out due to a contract dispute. ... Edmonton made one lineup change, pulling out newly-acquired defenceman Mark Fistric for Corey Potter. ... Injured for the Oilers were Ben Eager (concussion), Nikolai Khabibulin (hip) and Theo Peckham (hip), who are all out day-to-day. Ryan Jones (eye) and Andy Sutton (knee) are out indefinitely. ... The Oilers came into the game having been shorthanded 13 times in the first period in four games so far this season, the most in the NHL. They took two first-period penalties against Colorado and only three in the game.

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