Derivative Financial Instruments (Details) (Derivative instrument liability, Warrants, USD $)	6 Months Ended
	Jun. 30, 2012	Jun. 30, 2011
Black-Scholes option pricing model
Range of assumptions used to determine the fair value of the warrants
Expected volatility (as a percent)	60.00%	90.00%
Black-Scholes option pricing model | Minimum
Range of assumptions used to determine the fair value of the warrants
Estimated fair value of Synergy common stock (in dollars per share)	4.05	2.56
Expected warrant term	2 years 4 months 24 days	5 years
Risk-free interest rate (as a percent)	0.32%	1.20%
Black-Scholes option pricing model | Maximum
Range of assumptions used to determine the fair value of the warrants
Estimated fair value of Synergy common stock (in dollars per share)	4.75	3.30
Expected warrant term	5 years 8 months 12 days	7 years
Risk-free interest rate (as a percent)	1.33%	2.50%
Binomial model
Range of assumptions used to determine the fair value of the warrants
Estimated fair value of Synergy common stock (in dollars per share)		1.89
Expected warrant term		7 years
Risk-free interest rate (as a percent)		2.64%
Expected volatility (as a percent)	60.00%	90.00%
Binomial model | Minimum
Range of assumptions used to determine the fair value of the warrants
Estimated fair value of Synergy common stock (in dollars per share)	3.28
Expected warrant term	4 years 4 months 24 days
Risk-free interest rate (as a percent)	0.72%
Binomial model | Maximum
Range of assumptions used to determine the fair value of the warrants
Estimated fair value of Synergy common stock (in dollars per share)	4.50
Expected warrant term	4 years 7 months 6 days
Risk-free interest rate (as a percent)	1.03%