Ray Whitney scored the winner in the shootout 2 comeback win over the Oilers.
Trailing 2-0 entering the third period, Whitney pulled Phoenix within a goal before Raffi Torres notched the tying tally with 2:23 left.
Mike Smith, who made 36 saves in the win, stopped Jordan Eberle to begin the shootout. After Mikkel Boedker and Sam Gagner traded tallies, Whitney lifted a backhand past Devan Dubnyk and Smith saved Ryan Nugent-Hopkins' attempt to seal the win.
The Coyotes jumped from 10th to seventh place in the Western Conference standings. They have 83 points and hold a game in hand over the eighth-place Avalanche, who also have 83 points.
Eberle and Ales Hemsky both scored for the Oilers, who had won two straight coming in. Dubnyk made 40 saves.