We study sequences of conformal deformations of a smooth closed Riemannian manifold of dimension $n$, assuming uniform volume bounds and $L^{n/2}$ bounds on their scalar curvatures. Singularities may appear in the limit. Nevertheless, we show that under such bounds the underlying metric spaces are pre-compact in the Gromov-Hausdorff topology. Our study is based on the use of $A_\infty$-weights from harmonic analysis, and provides geometric controls on the limit spaces thus obtained. Our techniques also show that any conformal deformation of the Euclidean metric on $R^n$ with infinite volume and finite $L^{n/2}$ norm of the scalar curvature satisfies the Euclidean isoperimetric inequality.