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Determination Of Fair Market Value Using Black-Scholes Option Pricing Model (Detail)	1 Months Ended
	Nov. 30, 2012	Jan. 17, 2012	Jan. 31, 2010
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected life (years)	2 years 3 months	1 year 9 months	4 years
Risk free rate of return	0.27%	0.75%	2.50%
Dividend yield	0.00%	0.00%	0.00%
Expected volatility	125.00%	218.00%	378.00%

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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