Oldham's last three matches - against the high-flying trio of Norwich, Leeds and Colchester - have yielded a return of zero points and no goals.
And manager Penney said: "Our performance was excellent, but it's the same old story of not putting the ball in the net.
"We made really good chances and gave the leaders a tough game, but it feels like I'm saying the same thing every week.
"The players' commitment and work rate was first class, and I cannot fault that part of our game. If we keep turning in those performances we will pick up points, but we haven't scored enough goals all season."