Dylan Guenther had a goal and an assist, and Karel Vejmelka made 33 saves for the Mammoth (12-8-3), who have won two in a row and have points in six of their past seven (3-1-3).
Ivan Barbashev scored, and Carl Lindbom made 19 saves for the Golden Knights (10-5-7), who had points in six straight (3-0-3).
Guenther gave Utah a 1-0 lead at 14:54 of the first period, beating Lindbom on the blocker side off a pass from Cooley.
Cooley extended it to 2-0 at 16:11, scoring blocker side off a feed from Guenther.
Barbashev cut it to 2-1 at 5:24 of the second period, finding a loose puck at the top of the crease and sliding it past Vejmelka.
Cooley made it 3-1 with his second goal of the game at 4:19 of the third period, beating Lindbom on a breakaway.
Cooley completed the hat trick at 15:41 with an empty-net goal to push it to 4-1, and scored short-handed into an empty net again at 17:43 for his fourth goal and the 5-1 final.
