http://www.creedictionary.com/ has some words. i couldn't find penalty there but there are a few words for goaltender:
kanawiskwahtawew ᑲᓇᐃᐧᐢᑲᐧᐦᑕᐁᐧᐤ N A door keeper. Also goalkeeper. (MD)
okanawêyiskwâhtêmiwêw ᐅᑲᓇᐁᐧᔨᐢᑳᐧᐦᑌᒥᐁᐧᐤ NA doorkeeper; goaltender, goalkeeper (CW)
kanawêyiskwâhtêmêw ᑲᓇᐁᐧᔨᐢᑳᐧᐦᑌᒣᐤ VAI s/he is a doorkeeper, s/he is a goalkeeper (CW)
kanawêyiskwâhtawêw ᑲᓇᐁᐧᔨᐢᑳᐧᐦᑕᐁᐧᐤ VAI s/he is a doorkeeper, s/he is a goalkeeper (CW)
okipahowêw ᐅᑭᐸᐦᐅᐁᐧᐤ NA jailer, prison guard; goalie, goalkeeper, goaltender (CW)
at first I was surprised that there were that many but when I think of the huge area that cree covers (northeastern bc to labrador) it made perfect sense that there would be regional variations just like any other language, possibly even from one reserve or town to another. 'puck' doesn't turn up anything but searching for 'hockey' i got this, not sure if it's the same thing
atihkwasiniy ᐊᑎᐦᑲᐧᓯᓂᕀ NA hockey stone; caribou testicle (CW)