Derivative Financial Instruments (Details) (Derivative instrument liability, Warrants, USD $)	9 Months Ended
	Sep. 30, 2012	Sep. 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
Fair value of Synergy common stock (in dollars per share)	4.05	2.12
Expected warrant term	5 years	5 years
Risk-free interest rate (as a percent)	0.23%	0.69%
Black-Scholes option pricing model | Maximum
Range of assumptions used to determine the fair value of the warrants
Fair value of Synergy common stock (in dollars per share)	4.78	4.14
Expected warrant term	7 years	7 years
Risk-free interest rate (as a percent)	1.33%	1.43%
Binomial model
Range of assumptions used to determine the fair value of the warrants
Risk-free interest rate (as a percent)		1.43%
Expected volatility (as a percent)	60.00%	90.00%
Binomial model | Minimum
Range of assumptions used to determine the fair value of the warrants
Fair value of Synergy common stock (in dollars per share)	3.28	2.72
Expected warrant term	4 years 1 month 17 days	6 years 7 months 2 days
Risk-free interest rate (as a percent)	0.62%
Binomial model | Maximum
Range of assumptions used to determine the fair value of the warrants
Fair value of Synergy common stock (in dollars per share)	4.53	3.78
Expected warrant term	4 years 7 months 17 days	7 years
Risk-free interest rate (as a percent)	1.04%