McDavid managed to sneak into the slot and got a pass from Oscar Klefbom before landing a high-end shot for his ninth-winning goal of the season. He also collected help, which gives him 21 points in his last 11 outings (5-16-21). McDavid has collected at least two points in his last seven games.
Goaltender Mikka Koskinen made 28 saves for the Oilers (32-32-7), who are seven points behind a playoff spot with 11 games to go.
The Coyotes (36-30-6) are currently in last place in the Western Conference playoffs. This unique point was therefore essential for a team that hopes to participate in the series for the first time since 2012.
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The teams exchanged goals in each of the first two periods, with the Oilers taking the lead twice only to allow the Coyotes to score.
Alex Galchenyuk took full advantage of Arizona's next power play, with 96 seconds remaining. Galchenyuk won the puck at the right point, worked hard and made a shot from the top corner in a corner to give a 1-1 game.
Matthew Benning's third goal in as many games allowed the Oilers to score again at 4:52 of the second period. Benning settled at the top of the left circle and fired a shot hit for his fifth goal of the year.
Galchenyuk again drew the guests 12 seconds later. After Nick Cousins headed for the net, Galchenyuk jumped on the loose puck to score his 17th goal of the season.
Goalkeeper Arizona Darcy Kuemper made 22 saves.