The Calgary Flames head into the warmth of their dressing room after the first period holding a 1-0 lead on a Rene Bourque goal on a 5-on-3 advantage.
Calgary, playing with a stiff wind at its back, dominated the period, holding a 19-8 advantage after 20 minutes.
The 19 shots are an outdoor game record. The previous record is 17, which was set by Detroit in the third period of the 2009 Winter Classic against the Chicago Blackhawks.
Bourque was the most dominating man for the Flames, firing off seven shots, all of which translated into legitimate scoring opportunities.
Price, who did not have a chance on Bourque's tip-in goal, kept the Canadiens in the game with a very strong period.