In their 0-0 draw at home against Adelaide United in Round 24, Wanderers had 16 shots to three, with five shots on target to zero.
In their 1-0 away win over Newcastle Jets, they had 15 shots to nine overall and six to five on target. So, as Nichols said, they are certainly creating opportunities.
"I think we'd have an issue if we weren't creating anything, but we are," Nichols said. "So it's up to us to do the rest.
"If we get the chances again this weekend we've got to finish them and that's what probably let us down against Adelaide last week, our finishing.
"But we kept a clean sheet to go with the clean sheet we had the week before, against Newcastle, so we're certainly defensively sound at the moment. I think, the last two weeks, we've gone back to how our defence is when we're at our best in that area.
"I don't think Adelaide had even one scoring chance and I don't think Newcastle had too many chances against us either. So there are plenty of good signs for us, with the defence, and we don't seem to have any injuries, and everyone's fighting for positions.
"We're on top of the table with three rounds to go, so it's all in our hands, but we know that to stay there we're going to have to keep improving."
Since it didn't work out with Italian marquee striker Federico Piovaccari and they don't have an out-and-out scorer up front, it has been up to stop-gap striker Mark Bridge, Nichols and super-sub Brendon Santalab to come up with the bulk of the goals.
That trio has done a fine job but it was always likely each would have a dry spell and unfortunately for the Wanderers they have all come at once. The only goal from the trio in the last five rounds has been scored by Santalab.
But Nichols, who is equal with Bridge as the leading scorers for Wanderers with nine goals, isn't feeling pressure to score goals.
He said he would continue to play his game and that if he kept doing it well the goals would eventually come again - hopefully starting against Melbourne Victory at AAMI Park on Good Friday.
"Playing my role, I know I'm going to get into the box and I've seemed to be able to get on the end of things this season," he said.
"It's up to me to take those chances and it's something I wanted to do this year, get back to scoring goals regularly.
"I've done that and I'm hoping to get a few more before the season ends.
"The last two weeks we've created enough chances to win more than two games but the final touch just hasn't been there, which is a bit disappointing.
"But to create a lot of chances shows how far we've come this year.
"I always want to contribute to the team and if that includes scoring goals, then, great, but I'd be happy to get away with a 1-0 win down there because it's a tough place to go and Victory will be right up for it after their last few games.
"They'll be desperate to win because they're trying to make sure of a place in the finals but we know what we have to do and we've had a good week at training and we're ready to go."