An Iceland win would have spelled near-doom for two-time World Cup winners Argentina and Lionel Messi, but Musa's heroics have blown things wide open for the group finale on Tuesday.
But Rohr said: "For me it's not a question to lose this game.
Nigeria are yet to win a single point while Iceland have one.
Balogun made a super headed clearance from a cross whipped in from Iceland's left as Nigeria protected a 1-0 lead.
In only the second win for an African side in Russian Federation so far, Nigeria broke the deadlock in the 49th minute when Victor Moses, playing as a wing-back, lofted a pass towards Musa who deftly controlled the ball and smashed in the half volley.
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A Malayali girl is among the children who would accompany players with the ball for the Group E match to be staged at the St. It looked as if Brazil were going to take over the match, but they couldn't muster up a consistent attack afterwards.
With Croatia heading the group on six points Nigeria knew a second defeat would mean elimination and Iceland started brightest after coach Heimir Hallgrimsson changed to a 4-4-2 from the 4-5-1 he had used in the 1-1 draw with Argentina.
Nigeria's flashy fashion didn't translate to a win against Croatia last Saturday.
Iceland got a lifeline in the 82nd minute with a VAR-awarded penalty but dead-ball specialist Gylfi Sigurdsson blazed over the bar.
But Nigeria's second-half display in Volgograd was arguably as good as any in the World Cup and came after a fairly dour first half in which the Super Eagles did not register a shot on target. Kelechi Iheanacho fed Victor Moses, who sprinted forward before lobbing the ball to Musa. "The most important thing is the team". "First Nigeria's player to score in two".