http://arizona.diamondbacks.mlb.com/ari/ballpark/information/index.jsp?content=guide
http://knife-expert.com/az.txt
So, I did some research for you. The first link lists the items prohibited in the park, knives are not on the list. However after reading the state law it appears pocket knives are protected.
A. A person commits misconduct involving weapons by knowingly:
1. Carrying a deadly weapon without a permit pursuant to section 13-3112 except a pocket knife concealed on his person; or
2. Carrying a deadly weapon without a permit pursuant to section 13-3112 concealed within immediate control of any person in or on a means of transportation...
Under the law you should be fine.
I also check city code and you should be fine too.
Sec. 23-40. - Concealed weapons.
(a)
It shall be unlawful for any person, except a policeman or peace officer in actual service and discharging his duty, to have or carry concealed on or about his person, any pistol or other firearm, dirk, dagger, slung shot, sword cane, spear, brass knuckles, or other knuckles of metal, Bowie knife, or any kind of knife or weapon, except a pocket knife not manufactured and used for the purpose of offense and defense.
http://phoenix.gov/CITYCODE/PTIITHCO_CH23MOCO_ARTIIOFAGPUSA_DIV4BUTOWEFI.html