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EDMONTON -- It's easy to look at a 0-for-7 funk through two games in the Stanley Cup Final and think that's too small of a sample size for the Edmonton Oilers to change anything about their vaunted power play. 

Well, Connor McDavid thinks differently with the Oilers heading into Game 3 at Rogers Place on Thursday (8 p.m. ET; CBC, TVAS, SN, ESPN+, ABC) already down 2-0 to the Florida Panthers in the best-of-7 series.

The Edmonton captain wants to see the Oilers freelance more on the power play.

"I think it's got to be a little bit more of a 5-on-5 mentality in terms of it's not going to be as structured I would say, it's not as structured a power play, but just using instinct," McDavid said. "We call it playing road hockey. I think we've got to be elite at that. They're doing a great job of making it tough on us. With that being said, the power play has been together for a long time and we've been great at what we do. We usually solve penalty kills and I would expect us to figure this one out too."

A road hockey mentality might be exactly what Edmonton needs to break out offensively in Game 3 because structure is not working against Florida's aggressive, in-your-face penalty kill that is reading where the Oilers want to go with the puck and taking away options.

Edmonton's power play, which clicked at a rate of 37.3 percent (19-for-51) through the first three rounds of the playoffs, was 0-for-3 with six shots on goal and 14 shot attempts in Game 1, a 3-0 loss. That was better than Game 2, when it was 0-for-4 with one shot on goal and nine attempts in a 4-1 defeat.

"They're challenging, challenging the puck," McDavid said of the Panthers on the penalty kill. "They're jumping wherever your next play is going. You see wherever the puck goes, they're ready to jump on that."

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The Oilers still had some Grade A looks off a power play in the second period of Game 2; defenseman Evan Bouchard hit the post with a point shot from 49 feet away at 14:34.

Center Leon Draisaitl had a backdoor one-timer from below the right face-off circle that forced Florida goalie Sergei Bobrovsky to make an acrobatic save at 14:56.

Forward Ryan Nugent-Hopkins rang a shot off the crossbar three seconds after that same power play expired at 15:58; it wouldn't have counted as a power-play goal but clearly would have been a result of the man-advantage.

But they didn't go in, and that's a big reason why Edmonton is down 2-0 in the series, their only successful offense so far coming on a 4-on-4 goal from defenseman Mattias Ekholm in Game 2.

So maybe McDavid is onto something. Maybe a bit more freelancing with more movement, less predictability and more of a shooting mindset might be the blueprint the Oilers power play needs to make the Panthers pay. And it could get Florida to cut back on its aggressiveness, which it will not do unless or until it gets burned.

"That's the key, right?" Oilers forward Zach Hyman said. "We talk about stinging a team. If you sting a team with a goal, that backs them off usually."

The same philosophy applies to Edmonton's 5-on-5 game and trying to generate offense.

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The Panthers are just as aggressive at 5-on-5 as they are when killing a penalty. The Oilers were able to play off that to generate odd-man rushes and breakaways in Game 1.

"That was purely because they are really aggressive," Ekholm said. "You've got to expect the pressure from them, but if you do expect it then you can probably make a play that's going to turn into an outnumbered situation."

Edmonton couldn't score in Game 1 because Bobrovsky was spectacular.

But Game 2 was different. The Oilers had one high-danger scoring chance at 5-on-5 in Game 2 and 18 even-strength shots on goal. The only time they were able to use the Panthers aggression against them was when Ekholm scored his 4-on-4 goal in the first period.

Florida defenseman Aaron Ekblad pinched way down the wall and McDavid made a play to get the puck up the ice and out of the zone to become a 3-on-1 rush.

"That's 4-on-4, but similar," Hyman said. "Their 'D' are very aggressive in our D-zone. Their 'D' come right down the walls. So, yeah, you make a play, you win a puck battle and you beat your guy -- they're very much man-on-man everywhere so if you're able to beat your guy you can create an odd-man rush or create an opportunity to take it to the net."

That's not necessarily playing in structure, either; that's playing quick, using instinct, some freelancing, a bit of a road hockey mentality.

"They're playing aggressive, in your face, but with that being said, when there are mistakes, there are chances," McDavid said. "I feel like a team as aggressive as they are, they do a great job of limiting your chances and then there's one mistake and you can find yourself in a Grade-A really fast, and you have to be ready for that and you have to be prepared. It goes from not much going on to suddenly a good chance. You've got to bury it."