Goals from Anthony Straker and Freddy Eastwood secured the Shrimpers a third successive league win and their best start to a season in 23 years and that delighted Penney, celebrating his 49th birthday.
"It's still early days but we have to be pleased with the start we've made to the season and this was another good result and performance," said the former Doncaster manager.
"I'm 21 again and this was the perfect way to celebrate.
"It's the work rate of the players which is proving key at the minute and that made the difference again out there.
"It's not easy against 10 men and we proved that ourselves by winning after Barry Corr had been sent off at Hartlepool last weekend.
"But this was a good day and there were good performances all over the pitch.
"There's a long way to go though and we have to try and keep this going."
Northampton, who played more than an hour with 10 men after having Chris Hackett sent off, wasted a great chance to open the scoring after just eight minutes when former Shrimpers loanee Roy O'Donovan saw his spot-kick saved by Bentley who dived well to his left to parry the shot to safety.
To add to Northampton's frustration, Hackett was dismissed in the 22nd minute after being shown a second caution for a late challenge on Straker.
Having found themselves 2-0 down Corr and Atkinson were both denied by Duke late on but Northampton boss Aidy Boothroyd could not hide his disappointment at the final whistle.
"It's a very poor result and I thought we'd come and get something here with the players we've got coming back," said Boothroyd.
"Roy O'Donovan will score plenty of goals for us this season and I'm not going to point any fingers at anyone for missing penalties.
"But if that goes in we're 1-0 up away from home we can then manage the game from there.
"Then came the red card and while Chris Hackett is a terrific player for us he was very naive."
- Sports & Recreation
- Freddy Eastwood
- Chris Hackett