PITTSBURGH -- The New York Rangers had the Pittsburgh Penguins on the ropes to start Game 2 of their Eastern Conference Second Round series. They just couldn't land a big blow.

New York failed to capitalize on several scoring chances during the first period of its 3-0 loss Sunday at Consol Energy Center, allowing the Penguins to escape to a scoreless intermission.

Rangers coach Alain Vigneault made adjustments to New York's struggling power play, including adding defenseman Anton Stralman to the second unit.

The impact wasn't noticeable.

"The power play had some looks. It could've given us momentum," Vigneault said. "We didn't finish, and the power play ultimately is my responsibility. I have to find the right trigger points here to make it work, and I'll spend the night trying to figure it out.

"I felt that they're a team that plays a real tight gap, and managing the puck through the neutral zone is one area that we need to be better."

New York's power play continued to trend downward, beginning with its first opportunity 40 seconds into the game.

After Penguins forward Chris Kunitz was called for interference against Rangers goalie Henrik Lundqvist, New York had its first chance to snap an 0-for-25 skid with the man advantage. The Rangers recorded one shot, a slap shot from defenseman Marc Staal, during the power play and had little success gaining the offensive zone.

Pittsburgh was called for two more penalties during the period's first half. Defenseman Matt Niskanen went to the penalty box for roughing at 3:36, and forward Evgeni Malkin was sent off for boarding at 7:04. The result was the same each time.

The Rangers' most impressive power play of the series thus far came late in the second period after Kunitz's second penalty. New York had four shots, three from forward Brad Richards, but couldn't get anything past Penguins goalie Marc-Andre Fleury, who made 22 saves for his seventh career Stanley Cup Playoffs shutout.

"I think our best power play was in the second period after we had a few bad ones," Richards said. "We had two or three good chances, so we'll build on that. It does no good to be frustrated. We're 1-1 in the second round of the playoffs, so there's absolutely no sense to be frustrated. It's a challenge to get out of it."

The Rangers' power-play drought reached 28 opportunities by the end of the first period and stands at 29 heading into Game 3 of the best-of-7 series in New York on Monday (7:30 p.m. ET; NBCSN, CBC, RDS).

The Rangers have converted on 8.1 percent of their power plays, last among the eight remaining playoff teams.

New York squandered a 32-save performance from Lundqvist. He made several acrobatic saves on Penguins forward Sidney Crosby, including two in the final 30 seconds of the first period, to keep the Rangers within striking distance until the end.

But Lundqvist said he was not frustrated with the offensive performance and is confident it will be more fluid in Game 3 at Madison Square Garden.

"You can see [the Penguins], they got going and they got the crowd behind them [following penalty kills]," Lundqvist said. "It's something we're working on, obviously. We're not going to focus on it too much. It's part of our game, but there are a lot of errors that we can work on, and hopefully tomorrow we'll make the difference.

"It's a tight game, so every little thing matters right now. Every little play, every chance you get to get the puck in the net, you have to try to grab it."

The Rangers were beaten on both sides of the special-teams battle. Pittsburgh's first power-play goal of the series, scored by forward Jussi Jokinen, put New York into a 2-0 hole with 3:30 remaining in the third period.

But defenseman Dan Girardi said the Rangers were outplayed in every facet, with special teams only being part of a larger picture.

"We're kind of one-and-done in the offensive zone, not really sustaining our forecheck" Girardi said. "And we don't do that, they have pretty talented guys that are going to come the other way on you. We have to find a way to take the puck out of their skilled hands and have some O-zone time next game."