The Rangers did everything but score Wednesday night in a 2-0 loss to the Philadelphia Flyers at Madison Square Garden.
New York outshot the Flyers 34-26, but a power play goal by Wayne Simmonds in the third period proved to the difference.
The loss snapped the Rangers' three-game winning streak.
"I thought the guys competed really hard tonight," head coach Alain Vigneault said. "They came ready to play. I felt we set the tone early and had some real good opportunities. We played the right way but didn't finish."
The Rangers outshot Philadelphia 16-8 after the first and 27-16 through two periods while hitting four posts on the night, including two by Mats Zuccarello and another by Michael Grabner in the first period on a breakaway.
"I thought we played a great 60-minute game," said J.T. Miller. "I thought for the most part we were the better team. Early on we could have gotten some good looks and played with the lead, but their goalie made some great saves.
While luck wasn't on their side, Flyers goaltender Steve Mason was superb in his own right with several key stops, including the save of the night on Rick Nash, who was robbed off a one-timer pass by Pavel Buchnevich in the first period.
"We had our chances and we had our looks," said Derek Stepan. "We hit a post or Mason made a save. That was the outcome of the game tonight."
Simmonds' power play goal came on Philadelphia's first man advantage of the night. New York couldn't locate a loose puck just outside the crease and Simmonds sent a backhand shot top-shelf to break the scoreless tie 6:09 into the final frame.
The Flyers would extend their lead to 2-0 on a goal by Jakub Voracek at 9:45 of the third.
New York went 0-for-3 on the power play and has now gone four games without a power play goal.
"Our last few games you could argue a number of things of why it wasn't working, but tonight I thought we worked extremely hard and we got the same result," Stepan said. "Power plays - it's important to have swagger and you have to go out and work hard. Sometimes you've got to get a bounce."
Despite the strong effort, the Rangers head into the All Star break on a sour note.
"We wanted to finish strong before the break [and we did] a lot of good things," said Henrik Lundqvist, who made 24 saves, "but it wasn't enough.