The Super Falcons reached the quarter-final in 1999 - their best showing in seven previous outings but they have failed to go past the group stages at the last four editions.
The 59-year-old coach, who led his native Sweden to third place in 2011 aims to avoid an early exit with the West Africans.
"The training camp in Austria was fantastic, the hotel and training facilities were top standard," Dennerby told Goal.
"When you come out of a camp like that, you're well prepared mentally, technically and so on. We are really happy with our preparations.
"The world should expect to see a very physical team, fast as well because we have a lot of players with really good speed.
"Hopefully, we will be in the Round of 16 and if we can come that far, I think anything can happen thereafter.
"Definitely, we will not be having all the pressure on us because I believe most of the teams will feel they can beat Nigeria.
"If we are lucky, we can beat all the teams [in the Group Stage] because we have great talent in the team."
The Super Falcons will open their campaign against 1995 champions Norway in Reims on June 8.