Mieke Schiemann and Cori Dyke each found the back of the net to clinch the team's final non-conference win.
Penn State will kick off its conference slate against Minnesota on December 3.
Coffey played all 90 minutes in the international friendly match against Nigeria on Tuesday night.
"I think we'll just use this as a boost of confidence. We're super proud to bounce back."
A brace from Peter Mangione and one goal from Liam Butts propelled the Nittany Lions over the Mountaineers in the high-intensity contest.
Goalkeeper Katherine Asman produced nine saves on the night to keep the Nittany Lions in it, but Penn State's offense just couldn't get it going.