Semyon Varlamov had 29 saves for Colorado, which has won five in a row. Varlamov also stopped each of New York's attempts in the shootout.
The Avalanche maintained a three-point lead on the Chicago Blackhawks for second place in the Central Division. The Blackhawks beat Minnesota in a shootout but still lag behind Colorado with 10 days left in the season.
Henrik Lundqvist had 35 saves for the Rangers, who gained a point on Philadelphia despite the loss. The Flyers lost to Columbus on Thursday.
New York has a four-point lead for second in the Metropolitan Division.