Peter, if Export method will not work to your expectation, I can only help you with a procedure that saves Clipboard data to *.emf file. Unfortunately I have no routines available for converting EMF data to JPEG or GIF.

Check Export method description from Excel VBA Help.

* * *
Export Method
Exports the chart in a graphic format.

expression.Export(FileName, FilterName, Interactive)

expression
Required.
An expression that returns a Chart object.

FileName
Required String.
The name of the exported file.

FilterName
Optional Variant.
The language-independent name of the graphic filter as it appears in the registry.

Interactive
Optional Variant.
True to display the dialog box that contains the filter-specific options. If this argument is False, Microsoft Excel uses the default values for the filter. The default value is False.

Example
This example exports chart one as a GIF file.

Worksheets("Sheet1").ChartObjects(1) _
.Chart.Export _
    FileName:="current_sales.gif", FilterName:="GIF"

* * *
I guess you can suppress that dialog by setting Interactive to False. And I do believe that FileName parameter can be a full path.