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Memphis Depay missed nine of his 36 penalties, including shootouts.
Memphis Depay was unable to score a penalty in Barcelona's loss at Rayo Vallecano, which increased the pressure on Ronald Koeman.
Barca was defeated 2-1 by Real Madrid at home on Sunday to place them ninth in La Liga.
Oscar Trejo took the ball from Sergio Busquets, and fed Radamel Falcao who scored the goal via the inside of his post.
Oscar Valentin fouled Depay, but the visitors were awarded a penalty. Stole Dimitrievski saved his spot-kick and also well smothered Depay's rebound.
Busquets stated, "I made an error and I accept full responsibility."
"We are missing some of everything. "We need to stay together and get things back on track as quickly as possible."
Barca has lost three consecutive away games without scoring for the first time since September 1987. This run saw Terry Venables, an English manager, fired.
Barca boss Koeman, whose car was attacked by angry fans following the loss to El Clasico, admitted that his team "cannot afford backward losses" before this game.
Perhaps sensing Barcelona's frail mental state, Trejo tried to score at the halfway line in the third-minute, but Marc-Andre Ter Stegen saved his shot.
Barca was uninspired once again with Depay's penalty being their only chance to score.
Luuk de Jong's chip and Sergio Aguero’s header were all off target, as was Gavi's scuffed shot.
They are now six points behind leaders Sevilla, Real Betis, and Real Sociedad in all competitions.
Rayo, who have won all five games at home this season, rises to fifth place above their city rivals and Atletico Madrid champions.