Punjab lost by 97 runs while chasing a mammoth target of 193, which Chennai made on the back of McCullum's 44-ball 66 and Mahendra Singh Dhoni's 27-ball 41.
"When you play a team like Chennai, you want to make life easier for your bowlers. You drop McCullum and (Suresh) Raina, then I think you are asking for trouble. But from there on I felt that in the second innings the ball did turn a lot more. It made batting a bit difficult for us," Bangar said in the post-match press conference.
Placed at the bottom heap, Kings XI Punjab will have to stage a massive recovery to stay afloat but Bangar was confident of the team's chances.
"It is going to be a very close finish as you see at the point table that apart from the top two, all the other six teams still have a chance to make it to the play-off stage. We are no different. We are very confident and expect ourselves to be part of the top four," he said.
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"We are not going to think that which player is going to come out and strike the ball. We could be three for nothing in the next game and they have a match-winning partnership but we are not going to think of those things. We just need to cover every base. We are not going to over complicate," he said.
Fleming said the side successfully created pressure on the rival team.
"Our players set the tone when they played spin on the six overs and Dwayne Smith attacking the leg spinner. But we knew it was going to be difficult in the second innings especially when you are under pressure. Looking at our performance I must say it was very very polished game. That is pleasing," he said.