[Matplotlib-announce] Saving image in .jpeg format

Hi all,
I have always used .png format for my matplotlib applications but now i am 
compelled to save many figures in .jpeg format.
Those image should be automatically saved (no GUI) but i can't find out how to 
save the images.

Executing this scripts 

import pylab as p
p.rcParams['backend']='gdk'
p.figure(1)
p.plot([1,2,3,4,5,6],[3,7,5,4,6,3])
p.savefig("example.jpg")

It gives me this error

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/lib/python2.5/site-packages/matplotlib/pyplot.py", line 345, in 
savefig
    return fig.savefig(*args, **kwargs)
  File "/usr/lib/python2.5/site-packages/matplotlib/figure.py", line 990, in 
savefig
    self.canvas.print_figure(*args, **kwargs)
  File "/usr/lib/python2.5/site-packages/matplotlib/backend_bases.py", line 
1373, in print_figure
    '%s.' % (format, ', '.join(formats)))
ValueError: Format "jpg" is not supported.
Supported formats: emf, eps, pdf, png, ps, raw, rgba, svg, svgz.

Can anyone help me ? (.jpeg extension it doesn't work too)
By the way, what is the best backend to fulfill the task ? (better quality and 
less memory leackage ?)

Thank you

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