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Scudderia spp.
Thank you so very much for ID JaredTCalvert. Sorry, I failed to do so until now :-( And, thank yo so much Gordon Dietzman.
I photographed this same katydid nymph a few days ago. I believe it is in the genus Scudderia. Check http://bugguide.net/node/view/7130#id for more information. You may be able to narrow down to species. I'll be looking as well and will let you know if I find out more.