If a player is in the defensive end, gloving the puck to a teammate is allowed.
If a player makes hand contact with the puck in the neutral or offensive zones and a teammate touches it next, a hand pass will be called and play is blown dead.
Should a player close his hand on the puck, a two minute minor penalty for Delay Of Game will be assessed.
Doing so in the goal crease by a player, other than the goalie, results in a penalty shot for the non-offending team.
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Yes, but you're supposed to immediately release it or you'll be guilty of "closing your hand on the puck", incurring by a minor penalty (NHL rule 67). What "immediately" means is often at the referee's discretion, but it's not okay to skate while holding the puck you caught.