GLENDALE, Ariz. (AP) - Covered in sparkly jewels and with a centerpiece that spins like a compass, the massive black belt covering Ray Whitney's shoulder nearly engulfed his left side.

Maybe it was a little big for one of Phoenix's smallest players, but it was a perfect fit after Whitney helped the Coyotes finish off an opponent just two nights after a disheartening loss.

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Whitney had two goals, an assist and was awarded Phoenix's new player of the game belt after helping the Coyotes pull away for a 5-3 win over the New Jersey Devils Thursday night.

``The comfort level isn't where it should be and you can see that in our group,' the 5-foot-10, 180-pound Whitney said just before taking off his heavy and heavily-studded prize. ``It's something that we have to learn to play with confidence and play the same system when you're out there. I thought as the (third) period went on, we got a little better with that.'

Phoenix had trouble closing out games last season and it again has been a problem this season. The worst of it this season has come against Dallas, a team that beat the Coyotes in shootouts twice in two weeks after scoring in the closing seconds of regulation.

The second setback was just two days earlier, when the Stars scored with 61 seconds left to send the Coyotes off with another disheartening loss.

Whitney made sure it didn't happen again.

The 39-year-old forward scored his fourth goal of the season in the second period, then gave Phoenix a two-goal cushion in the third by drawing New Jersey's defense to the middle and flipping it to Martin Hanzal just outside the crease.

Just to make sure of no comeback, Whitney put it away with 5 1/2 minutes left, squeezing a shot between Johan Hedberg's pads on a 2-on-1 with Hanzal.

No letdowns this time. Just one big game from Whitney and one big belt waiting for him.

``He's off to a good start this year and we need that,' Coyotes coach Dave Tippett said. ``He understands his role, he's a veteran player, good leader and brings a ton of skill to our group and you saw that tonight.'

New Jersey was coming off one of its best games of the season, a 3-0 win over the Kings on Tuesday for Hedberg's 18th career shutout.

The Devils weren't nearly as good against Phoenix, giving up 42 shots - 19 in the first period - and neither was Hedberg, who allowed some big rebounds that turned into goals.

Zach Parise, Mark Fayne and Nick Palmieri each scored for New Jersey, which has lost three of four.

``That wasn't our best effort, obviously,' Devils defenseman Andy Greene said. ``We started off slow and we had spurts of good moment there, but not enough to sustain a forecheck for long enough.'

The Coyotes were plenty frustrated after giving up another late lead to Dallas on Tuesday.

Leading 2-1 after Shane Doan scored his 300th career goal, Phoenix allowed a goal with 61 seconds left in regulation then floundered in the shootout, scoring just one goal before losing 3-2 when shootout newbie Trevor Daley scored on the Stars' eighth attempt.

The Coyotes had a similar letdown on Oct. 10, when Dallas scored with 27 seconds left and won in a shootout.

This one had the same kind of feel after two periods.

Patrick O'Sullivan got his first goal with Phoenix by kicking the puck in with his left skate. Following a long review, the officials allowed the goal since the puck went off Devils defenseman Bryce Salvador's stick after O'Sullivan kicked it.

Parise answered late in the period when Mike Smith ventured too far from the crease, stealing it from Phoenix's goalie behind the net and beating him back to score on a wraparound.

Fayne put New Jersey up 2-1 about 6 minutes into the second period, firing a shot from the blue line that beat Smith gloveside after two Devils leaped over the puck in front of him.

Phoenix answered later in the period on a power play, when Whitney reached out for a rebound and sent a wrister that went between Hedberg's pads.

The Coyotes have been giving up goals late in periods this season, but turned it around on the Devils this time, with Raffi Torres scoring on another rebound with 48 seconds left in the second to put Phoenix up 3-2.

Whitney and Hanzal finished it off with a flourish, trading goals and assists to give the Coyotes a three-goal lead.

Palmieri scored off a faceoff in the closing seconds, but by then it was far too late.

``We were chasing from behind the whole game,' Devils coach Peter DeBoer said. ``We had a little bit of a pushback, but for the most part you're chasing from behind the whole night. That's not a good spot to be in.'

Notes: The game was the only meeting between New Jersey and Phoenix this season. ... Devils LW Eric Boulton missed his third straight game with an injured right hand. ... Whitney has 33 career points against the Devils, most by the Coyotes