More than 600 supporters made the trip to Bootham Crescent and they saw another fine performance in sharp contrast to the nervous looking display against Orient seven days earlier.
Nelson, given the job of captain while Jon Newby struggles to find his goal touch, insisted the players won't freeze when they get back to Gigg Lane.
'The boys go out in every game with the same attitude,' said the new skipper after a 1-1 draw with York.
'I wouldn't say we feel under any extra pressure.
'Big games coming up'
'But we've got some big games coming up at home, starting with Bournemouth, so it's important we get it right.'
Nelson, whose previous experience of captaincy was during his Bishop Auckland days, gave away an early second-half penalty that might have proved costly.
However, George Clegg saved his bacon with a brilliant free-kick that left Michael Ingham super glued to his line.
'I don't think it was a penalty,' said Nelson of his tussle with Jon Parkin.
'It was just two big lads tussling for the ball.
Disappointed
'The referee didn't give one free- kick in the entire 90 minutes for similar incidents outside the area yet he gives a penalty.
'I don't think York created as many opportunities as us and we're a bit disappointed we didn't win the game.'
Clegg is making a habit of scoring stunning set-pieces.
And his 59th minute, 25-yarder was the least Bury deserved for their efforts.
'We needed a lift and it was a great free-kick,' said manager Andy Preece, who will have Terry Dunfield back from suspension and probably Jamie Stuart free of injury for the visit of third-placed Bournemouth.
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