An off-duty cop managed to quickly save a woman set on killing herself after she jumped onto the subway tracks at the Fulton Street G station last night. The woman allegedly asked Officer James Deligio to point out the third rail to her, and he told the Daily News, "I didn't think much of it until she jumped on the tracks." Deligio managed to pull her to safety just before the train came down the tracks. The woman was transported to Long Island College Hospital, and will be evaluated.