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The Yorkshire side were beaten 1-0 by Charlton in midweek and have so far failed to score in four of their seven games this season.
Heffernan started his first game of the season on Tuesday and is confident that his side's luck will transform this weekend.
He told The Sheffield Star,
"We are creating a lot of chances.
"All we need is a bit of luck, which we definitely haven't had in the last couple of games, for some of the chances to start going in.
"When that happens we'll be all right."