EDMONTON -- The Edmonton Oilers are no longer the only team in the Western Conference without a win.

Taylor Hall had a penalty-shot goal and added an assist and Ryan Nugent-Hopkins scored the game winner in the final minutes as the Oilers finally found their way into the win column, defeating the Tampa Bay Lightning 3-2 on Monday.

Justin Schultz also scored for the Oilers (1-4-1), who had tied a franchise record for their worst start to the season before gaining the victory.

Edmonton allowed the Lightning to tie the game with six minutes remaining in the third, but remained composed and captured the win.

"I thought tonight we really battled hard," said Nugent-Hopkins. "They tied it late and we had a really good pushback, so it was really good to see.

"We all stayed pretty positive on the bench when they tied it. We know what we can do, we know that we could beat this team if we played our best. We stuck to it and it worked out for us."

Oilers goalie Ben Scrivens made 22 saves in the Edmonton net.

"Tonight was one game, another step in the right direction, but those winning habits don't come overnight," he said. "It takes a lot of repetition for them to be second nature and we have a long way to go, but this was a good step."

Hall, Nugent-Hopkins and Jordan Eberle were often pitted against the Steven Stamkos line and were pleased to be able to hold one of the league's best off of the scoresheet.

"Stamkos is a world class player, he showed that the other night in Vancouver, he took that game over," Hall said. "Guys like that, Nuge, myself and Ebs, we really take pride in going up against stars like that and trying to play well against them. Tonight was a good show of that, so hopefully we can keep going head to head against these great players and doing well."

Brian Boyle and Brett Connolly scored in response for the Lightning , who dropped to 3-2-1 on the season.

"We have to be better," said Lightning goalie Ben Bishop. "We can't come out and play like this on the road and expect to win. We had too many breakdowns all over the ice. We showed some fight in the third, but it still wasn't even close enough to win in this league."

Tampa Bay head coach Jon Cooper said it was hard to see which was the team that has struggled all season.

"I'd say we looked like a winless club tonight," he said. "In the third I thought we played desperate. If we had played that way in the first two periods, who knows how the game turns out. In the end, we were playing a desperate team. They have had some breaks go against them this year and tonight they all went for them."

The Oilers came close to starting the scoring seven minutes in as a Jeff Petry point blast eluded Bishop, but clanged off the post.

It was Tampa's turn to come close four minutes later as it appeared that Connolly had scored on Scrivens, however the goal was waved off after it was determined that Boyle had interfered with Scrivens in front of the net.

The Lightning took a 1-0 lead on a fluke goal 1:22 into the second period when Boyle hooked a shot out front from behind the goal line and it hit Schultz's knee before rolling in past a surprised Scrivens.

Schultz got the goal back three minutes later, however, as he took a give-and-go from the point before swooping in and beating Bishop on the backhand.

Edmonton took a 2-1 lead with five minutes left in the second period after Hall was hauled down by Matthew Carle after being sprung for a breakaway on a long pass from defender Mark Fayne. Hall was awarded a penalty shot and made no mistake, putting it between Bishop's legs for his fourth goal of the season.

The Lightning had a solid chance to tie the game early in the third, but Scrivens came up with a quick glove save on a bullet from Vladislav Namestnikov. Eight minutes in Tampa Bay also had a shot that was heading into the net carom to safety off the leg of Valtteri Filppula.

Tampa Bay finally drew even with six minutes left in the third period as Tyler Johnson found Connolly in the slot and he blew a shot past Scrivens to make it 2-2.

However, Edmonton came back with 3:25 left on the clock as Eberle picked off a pass in the Tampa zone and fed it to Nugent-Hopkins, who beat a screened Bishop with a perfect shot to the top corner to give the Oilers the badly-needed win.

"I think if I can, that's one of my favourite spots to shoot, especially quickly, because the goalie can't set too much," said Nugent-Hopkins. "Ebs made a really good play to knock the puck out of the air and he fed me in a high-scoring area."

The Lightning play the third game of a five-game road trip in Calgary on Tuesday. Edmonton plays the third game of a season-high seven-game homestand on Wednesday as they welcome the Washington Capitals to town.