Jason Day is excited for a final round chase of world No.1 Rory McIlroy who continues to lead the way after the third round of the US PGA Championship.

Jason Day left his best stuff in the swamp of the second fairway at Valhalla on moving day but still managed to keep close enough to Rory McIlroy’s lead to be an outside chance at the PGA Championship.

As world No.1 McIlroy broke out of the pack on a wild Saturday where six different players held a piece of the lead at one point, Day battled his game but sits just three off the pace.

McIlroy carded a four-under-par 67 to move to 13 under for the tournament, good enough for a one-shot lead as he looks to win back-to-back majors and a third win in as many starts.

As others charged towards him McIlroy did not bend, instead the Northern Irishman went up a gear and birdied three of the final four holes to take charge.

“I feel like I am really confident right now no matter who is on the leaderboard,” a confident McIlroy said.

“I feel I have a pretty good chance in beating them.”

Austrian Berndt Wiesberger made a huge run up the boards with a 65 to be 12-under-par and into second place.

American Rickie Fowler (67), who has finished inside the top five of the previous three majors of the year, including runner-up finishes at the US and British Opens, is just two back.

Five-time major winner Phil Mickelson (67) is fourth at 10 under joined by Australia’s Day.

While his driver was a little out of sync and his putter failed to fire Day was hopeful he could make a run at his first major.

“I got frustrated missing a few easy birdie putts. I had a few opportunities out there but just didn’t feel quite comfortable. They just didn’t feel like they were going to go in,” Day said.

“I felt like I played OK to shoot the score I did. I got everything out of it I could, which was nice.

“I am a little frustrated and disappointed but I am not out of it.”

Day managed four birdies in his round of 69 but a par on the second hole was easily his best.

After hooking his drive way left into dense knee-high swamp like cabbage, and needing to remove his shoes and hitch up his pants to wade across a creek to find it, Day decided to attempt to play his second shot bare foot.

He somehow wedged out into the right rough, hit his third to 10 feet and buried the putt much to the surprise of all in attendance.

Day, who has seven top 10 finishes in majors in 17 previous starts, including three runner ups, a third and a fourth admitted the pressure of the final group affected him a little after being out of the fire of contention recently.

Thanks mainly to injury Day hasn’t felt the nerves since winning the WGC Matchplay in February but believes he will be better for it on Sunday.

“Playing in the last group just adds a little more stress and pressure on your shoulders with everyone watching so being a couple of groups back will take a little pressure off and hopefully I can go out there and execute the shots,” he told AAP.

“Hopefully I get a few early birdies, get off to a good start on the front nine and then take advantage of the few gettable holes coming in.

“It is exciting to be in contention. I feel the course sets up nice for me and I can go low around here.”

Adam Scott made an early run with three birdies in his opening five holes but cooled off and missed several chances before two late birdies resulted in a five-under 66.

It left him seven under for the week, six back and tied 13th.

“I am probably too far back unless there is something special in there tomorrow but it is doable out there,” Scott said.

Geoff Ogilvy shot 71 to remain two under for the championship joined by Matt Jones after he carded a 72.

Marc Leishman also shot 72 to be one over for the tournament and out of the mix in a tie for 63rd.