It's not easy - my suggestion is to load up Chromes element inspection and use that in conjunction with Power Query. I was able to get close to the data you need using this method and the below script:
let
Source = Web.Page(Web.Contents("http://www.nhl.com/stats/team?reportType=season&report=teamsummary&season=20152016&gameType=2&sort=teamFullName&aggregate=0")),
Data = Source{1}[Data],
Children = Data{0}[Children],
Children1 = Children{1}[Children],
Children2 = Children1{15}[Children],
Children3 = Children2{2}[Children],
Children4 = Children3{2}[Children],
Children5 = Children4{4}[Children],
Children6 = Children5{0}[Children],
Children7 = Children6{1}[Children],
Children8 = Children7{0}[Children],
Children9 = Children8{0}[Children],
#"Expanded Children" = Table.ExpandTableColumn(Children9, "Children", {"Kind", "Name", "Children", "Text"}, {"Children.Kind", "Children.Name", "Children.Children", "Children.Text"}),
#"Expanded Children.Children" = Table.ExpandTableColumn(#"Expanded Children", "Children.Children", {"Kind", "Name", "Children", "Text"}, {"Children.Children.Kind", "Children.Children.Name", "Children.Children.Children", "Children.Children.Text"})
in
#"Expanded Children.Children"
Good luck!