2. Taking shots
One of the reasons Pittsburgh's puck-possession metrics are so strong is because they put a lot of shots on net. The Penguins led the NHL with an average of 33.2 shots on goal per game. When including those shot attempts that were blocked or missed the net, their 3,775 total was third in the NHL behind the Kings (4,081) and Dallas Stars (4,031).
In contrast, the Rangers averaged 28.5 shots on goal per game, which was 26th in the NHL and last among playoff teams.
To make their situation even worse, the Rangers allowed 3,810 total shot attempts, which was exceeded by only the Colorado Avalanche (4,031) and Ottawa Senators (3,835).
3. Game of percentages
How can a team like the Rangers be successful when they allow so many more scoring opportunities than they create? By converting on a higher percentage of them.
At even strength, the Rangers led the NHL with a 9.0 shooting percentage and a .934 save percentage. When added together, New York had a League-leading SPSV% of 1025. Pittsburgh had a more typical SPSV% of 1006.
The key ingredient to a high SPSV% is great goaltending. Henrik Lundqvist's importance to New York is best revealed by the fact he was named one of three stars after 28 games, including 14 times as First Star. Each number led the NHL.