  We calculate the energy gap (latent heat) and pressure gap between the hot
and cold phases of the SU(3) gauge theory at the first order deconfining phase
transition point. We perform simulations around the phase transition point with
the lattice size in the temporal direction Nt=6, 8 and 12 and extrapolate the
results to the continuum limit. We also investigate the spatial volume
dependence. The energy density and pressure are evaluated by the derivative
method with non-perturabative anisotropy coefficients. We adopt a multi-point
reweighting method to determine the anisotropy coefficients. We confirm that
the anisotropy coefficients approach the perturbative values as Nt increases.
We find that the pressure gap vanishes at all values of Nt when the
non-perturbative anisotropy coefficients are used. The spatial volume
dependence in the latent heat is found to be small on large lattices.
Performing extrapolation to the continuum limit, we obtain $ \Delta
\epsilon/T^4 = 0.75 \pm 0.17 $ and $ \Delta (\epsilon -3 p)/T^4 = 0.623 \pm
0.056.$
