With his back to the wall, Josh Reddick caught the ball, then Balfour notched the final out as the Athletics bounced back to avoid a sweep, edging New York 5-4 Sunday and stopping the Yankees' seven-game winning streak.
"The way things went for us in this series, you never know," Balfour said.
Cliff Pennington hit a go-ahead single in the sixth inning after a key error by backup shortstop Eduardo Nunez. A day after their stunning 14-inning loss -- capped by a misplay on Nunez's grounder -- the A's maintained their 2½-game lead for the second AL wild-card spot over the Los Angeles Angels.
The Yankees kept their one-game lead in the AL East because Baltimore lost in Boston. Despite the defeat, the Yankees have to like their chances to win the division -- their final 10 games are against three teams with records below .500.
"We control what happens," Derek Jeter said. "We play how we're capable of, we win our games. We really don't have to look at the scoreboard."
The A's lost a 10-9 heartbreaker Saturday when Brandon Moss misplayed Nunez's spinning grounder for an error with two outs in the 14th. This time they took advantage of Nunez's two-base throwing error on a tough play with one out in the sixth.
An out after Josh Donaldson reached second base, Pennington, the No. 9 batter, singled to left field for his third hit and a 5-4 lead. Pennington earlier hit a two-run homer.
"To lose two games in extra innings is tough, especially when these games mean so much," Pennington said. "It was really still just another game, but it was a big one."
Nunez, demoted in May because of his struggles in the field, was playing shortstop because Jeter has been slowed by a sore ankle. Jeter had two hits as the designated hitter to extend his hitting streak to 17 games.
"I have to keep practicing defense. I have to keep working," Nunez said. "Tomorrow's a different day."
Oakland improved to 2-4 on a 10-game road trip against playoff contenders. They play four games against West-leading Texas beginning Monday.
In a seesaw series, the A's opened a 3-0 lead but the Yankees rallied for four runs in the fourth before Cespedes tied it.
"Rarely do you lose a game like you did last night, and I think coming back from something like that and scoring early in the game showed some fight right away," A's manager Bob Melvin said. "It was a big game."
Oakland scored four runs in the 13th inning of Saturday's 5-hour, 43-minute game, but the Yankees came back. The A's bullpen locked this one down, though, with 4 2/3 innings of shutout ball. Ryan Cook worked 1 1/3 innings, Sean Doolittle went an inning and Balfour finished for his 20th save.
"Terrific," Melvin said. "Our bullpen came up huge for us today."
Donaldson led off the second by beating out a grounder to shortstop. But replays clearly showed Donaldson's foot a few feet from coming down on first base when Nick Swisher caught Nunez's low throw. Two batters later, Pennington homered to right field for a 3-0 lead.
The young A's -- 14 rookies on the roster -- kept right on celebrating in their dugout, a day after former teammate and current Yankee Eric Chavez told a New York columnist that Oakland's rhythmic clapping during its three-homer spurt in the 13th inning was "high schoolish."
But in this tight series the Yankees rallied again, and Raul Ibanez was right in the mix in the fourth inning.
Trailing 3-0 and with only one hit off Griffin through three innings, the Yankees came back in the fourth when Cano singled and Swisher homered into the second deck in right field. After two more hits, Ibanez followed up his two-homer performance Saturday with an RBI double that left a mark on the right field line to tie it.
With the infield playing halfway, Nunez drove in a fourth run with a grounder to second base.
Oakland OF Coco Crisp (allergic conjunctivitis) went to see an eye specialist Sunday, Melvin said. "We hope every day that's the day he's able to get in the lineup. But we're not going to put him in a position to go out there where he can't see the ball that could be pretty dangerous. We hope it's tomorrow. We're not sure." ... Yankees RHP Joba Chamberlain turned 27 Sunday. ... The A's purchased the contract of RHP Jeremy Accardo from Triple-A Sacramento before the game. ... Reddick went 0 for 4 and is hitless in 24 at-bats.