It was 26 minutes into the match at Celtic Park in Glasgow when a loose ball fell to Nygren just outside the penalty area. The Swede struck a half-volley with his left foot and the ball flew in near the goalkeeper's left post.
It was the fourth straight game in which Nygren scored for Celtic this season.
Teammate Camilo Durán's 2-0 goal 12 minutes later was a copy - the only difference was that the Colombian hit the target with a volley.
In the second half, the pair combined. Nygren sent Durán through, and he coolly scored the final goal to make it 3-0.
The return leg will be played in Austria next week.
