"That's what we're talking about," Ovechkin said. "We just have to manage the puck because we know exactly what we have to do out there. Sometimes it's working, sometimes it's not. Finally, it's nice to get a goal. It was a big goal for us as well."
Keller scored one minute into the game to give the Coyotes a 1-0 lead. He forced a turnover by Lars Eller in the Arizona zone, skated alone down the ice and beat Holtby on a breakaway.
It was the 12th time the Coyotes scored the first goal this season, but they're 2-8-2 in those games.
Keller leads NHL rookies in goals (11) and points (17).
Fischer deflected a pass from Christian Dvorak past Holtby at 6:42 to make it 2-0.
"We came out hot and that was awesome being on the road and we put them on their heels," Wedgewood said. "[Two goals on two shots], you can't ask for a better start. Then, give them credit, they found a way to get back in the game and kept battling."
Smith-Pelly beat Wedgewood with a backhand at 8:41 of the first period to cut the Coyotes lead to 2-1.
Holtby made a pad save against Coyotes forward Brendan Perlini on a breakaway with 2:34 left in the second period to keep the game tied 2-2.
The Capitals were 1-for-6 on the power play. The Coyotes went 0-for-3.
"There's some stuff that we're a young team, we have to learn," Arizona coach Rich Tocchet said. "Sometimes when you're tired, it's like my old buddy (Pittsburgh Penguins coach) Mike Sullivan said, 'You can't be tired.' In these situations, you can't be tired. You can't give. Winners don't give."