The equation of state associated with N=4 supersymmetric Yang–Mills in four dimensions, for SU(N) in the large N limit, is investigated using the AdS/CFT correspondence. An asymptotically AdS black-hole on the gravity side provides a thermal background for the Yang–Mills theory on the boundary in which the cosmological constant is equivalent to a volume. The thermodynamic variable conjugate to the cosmological constant is a pressure, and the P−V diagram of the quark-gluon plasma is studied. It is known that there is a critical point where the heat capacity diverges, and this is reflected in the isothermal compressibility. Critical exponents are derived and found to be mean field in the large N limit. The same analysis applied to three- and six-dimensional conformal field theories again yields mean field exponents associated with the compressibility at the critical point.