Would you say “an NHL referee” or “a NHL referee”? It's “an NHL referee”. The indefinite article an is used before all vowel sounds except the long u sound (a united stand) and before the silent h (an honourable politician). And since the first letter of NHL makes the vowel sound en, it takes the article an.
Here are some questions to test your knowledge.
Note: Adapted from Charles Skeete's article "A Question of Sound, Not Sight" in Terminology Update, Vol. 29, No. 3, 1996, p. 14.