The most difficult thing a camera can do is take action shots in low light.

The camera makers are starting to address the low light situation for the smaller cameras. But so far, you would have to settle for noisy (grainey) photos.

Fujifilm is releasing the F30 in May in England and Europe. It will be the closest thing to what you are looking for. But the action low light photos will not be as sharp as the daylight photos, and they will contain some degree of noise.

The lowest cost camera that can produce good action shots in low light is the Canon 350D fitted with the 50mm F1.8 lens. The price will be around $850.
And it is not a compact camera.