McDavid scored a power-play goal to make it 4-3 at 9:03 of the third. He fed Leon Draisaitl a backhand pass, spun around Devon Toews, and finished the give-and-go with a snap shot to the far side.
Ryan Nugent-Hopkin scored twice, and Evan Bouchard and Draisaitl each had two assists for the Oilers (32-25-8), who have two straight and three of four. Connor Ingram allowed two goals on 17 shots before being replaced by Tristan Jarry late in the second period following a collision with Nathan MacKinnon in his crease.
Jarry made 11 saves in relief.
Ross Colton, Martin Necas, and Valeri Nichushkin scored for the Avalanche (43-11-9). Mackenzie Blackwood made 20 saves.
Colton gave Colorado a 1-0 lead 32 seconds into the first period when his wrist shot from the point caromed off Darnell Nurse and past the glove of Ingram. Edmonton had cleared the puck out of the zone prior to the play, but Vasily Podkolzin inadvertently backhanded it back in and straight to Nelson, who fed Colton for the play.
Nugent-Hopkins tied it 1-1 with a power-play goal at 8:13. He finished a give-and-go with McDavid over Blackwood's shoulder from in tight.
Necas scored his own power-play goal to make it 2-1 at 15:41 when his wrist shot from the left dot deflected off the stick of Ty Emberson and went short side. MacKinnon’s initial shot got cleared out by Matt Savoie right to Necas, who shot through MacKinnon’s jumping screen.
Roslovic tied it 2-2 at 19:35. He took a backhand feed from Draisaitl while skating backward into the slot and turned and scored with a wrist shot short side over Blackwood's glove. Brent Burns attempted to clear the puck up the wall, but Draisaitl intercepted it and waited for Roslovic to get open.
Nugent-Hopkins scored his second of the game to put the Oilers in front 3-2 at 4:15 of the second period. He couldn't handle a pass from Zach Hyman on a 2-on-1, but Darnell Nurse chased down the loose puck along the left boards and passed back toward the crease, where Nugent-Hopkins waited and redirected it into the net.
MacKinnon was assessed a major penalty and game misconduct at 19:25 of the second period after a collision with Ingram while driving the net.
Nichushkin tied it 3-3 at 7:04 of the third. He fed Sam Malinski a pass at the right point, curled into the high slot, and redirected Malinski’s return shot-pass far side past the blocker of Jarry.
