Wednesday 4 July Independence Day *
Monday 3 Sep Labor DayThursday 22 Nov Thanksgiving Day
Tuesday 25 Dec Christmas Day *Note: Each market will close early at 1:00 p.m. on Tuesday, July 3, 2012, Friday, November 23, 2012 (the day after Thanksgiving) and Monday, December 24, 2012. Crossing Session orders will be accepted beginning at 1:00 p.m. for continuous executions until 1:30 p.m. on this date.
Source: http://www.nyse.com/Frameset.html?displayPage=/about/1022963613686.html