He's a natural-born citizen because both his parents are American citizens, According to the State Department: "Despite widespread popular belief, U.S. military installations abroad and U.S. diplomatic or consular facilities are not part of the United States within the meaning of the 14th Amendment. A child born on the premises of such a facility is not subject to the jurisdiction of the United States and does not acquire U.S. citizenship by reason of birth."
http://www.state.gov/documents/organization/86757.pdf
Thank you for that information. I was not aware of the details of that.