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Equity (Details 2)	12 Months Ended
Equity (Details 2)	Dec. 31, 2012	Dec. 31, 2011
Fair market value of derivative liability computed on Black-Scholes option-pricing model on weighted average assumptions
Expected life (years)	5 years 8 months 12 days	5 years 4 months 24 days
Interest rate	1.60%	2.10%
Dividend yield
Volatility	64.00%	62.00%
Derivative Liability [Member]
Fair market value of derivative liability computed on Black-Scholes option-pricing model on weighted average assumptions
Expected life (years)		1 year 1 month 6 days
Interest rate		0.10%
Dividend yield
Volatility		61.00%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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