Confocal microscopy is a potentially powerful technique for obtaining equation-of-state (EOS) data for fluids in a diamond anvil cell. Unlike conventional microscopy, a confocal microscope scans the cell in three dimensions. From the intensity profile of the reflected laser light, we calculated the index of refraction and optical thickness of the sample contained in the cell. These measurements, combined with the cross-sectional area of the sample, enabled us to calculate the volume. As a test of the experimental technique and analysis, we produced a pressure-volume curve for liquid water at 300 K. The results agree with published EOS data within experimental error.