It's Lonely at the Top
I found one of the most challenging positions to be in during a season is to have a shutout streak going. I know, it sounds ridiculous. How can being on fire be a tough position? You are probably extremely confident, performing well and usually getting a lot of help (either from teammates or from the Hockey gods). But a three game shutout streak changes the game, or at least the way you approach the game. From a physical standpoint, you have squarely demonstrated that you can stop anything that can come your way and that you can finish a whole game. It is at this point when the game becomes less about physically stopping pucks and more about the mental game.
The game can be lost even before the puck drops if the goalie lets their mind "get to them." This reference is purposely vague because it is different for each goalie. Personally, when I played, I put too much pressure on myself. I knew that the streak would end at some point, and just thinking about the end of the streak took me off my game. Just as a self-fulfilling prophecy, my mental toughness faded and so did my streak. I cannot explain why three shutouts was harder to continue than two. Possibly, the sheer odds of playing flawless in four games were lower than playing well in three.
I bring this up because Roberto Luongo is on a tear right now. With three shutouts in a row, he is very much looking like the goalie of years' past. While always being a dominant figure in goaltending, he is reasserting himself as one of the top goalies in the NHL.