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I suppose there are two ways of looking at this game.

On the one hand, it was a frustrating, bitter result for the Lightning. They were tied entering the third period, which ended up being their strongest overall frame of the night. They almost got through a long five-on-three penalty kill successfully, but allowed the eventual game-winner with only moments left in the second penalty. They nearly rallied from a 4-2 deficit - they cut the Blues lead to 4-3 and then, after pulling the goalie for an extra attacker, generated numerous scoring chances. But they couldn't tie it up.
On the other hand, as compared to last week's disappointing loss in St. Louis, the Lightning went toe-to-toe with the defending Stanley Cup champs. So, from the standpoint of this being a "measuring stick" game, the Lightning greatly elevated their performance from last week's contest.
Both teams enjoyed strong segments during the first two periods. The Lightning owned much of the possession during the opening 10 minutes of the first before the Blues controlled action in the second half of the frame. The second followed a reverse script - the Blues dictated play early before the Lightning took over in the final 10 minutes. While the first period was scoreless, the teams combined for four second period goals. The Lightning's strong stretch came after Oskar Sundqvist's second goal, which gave the Blues a 2-1 lead. Tampa Bay pushed back immediately and produced several good looks. Anthony Cirelli's lunging rebound goal tied the score at 11:39.
In terms of puck management, possession time, shots, and scoring chances, the Lightning had the upper hand in the third period. But not on the scoreboard. Jordan Binnington saved his best work for the third period, stopping 12 of 13 Lightning shots. The Blues posted eight shots, but four of those came during the two overlapping power plays. They only posted four shots during the rest of the period. Unfortunately for the Lightning, one of those even-strength shots resulted in a goal for Zach Sanford. Less than a minute later, the Lightning had taken the two penalties and were on the long five-on-three kill. By the time they were back at full strength, the Blues had a 4-2 lead.
Down two goals with under nine minutes left against a team as strong defensively as the Blues can be a daunting task. But the Lightning kept battling. A Brayden Point power play goal with 5:37 left pulled the Lightning to within a goal. But then Binnington shut the door, denying several Grade-A Lightning chances in the closing minutes.
Thanksgiving will be a travel day for the Lightning, who play Friday in Washington against another one of the league's strongest teams.
Lightning Radio Three Stars of the Game (as selected by Phil Esposito):
1. Jordan Binnington - Blues. 32 saves. 2. Anthony Cirelli - Lightning. Goal. Seven shots. 3. Ivan Barbashev - Blues. Three assists.