SUMARY OF SIGNIFICANT ACCOUNTING POLICIES (Details) - Black-Scholes options-pricing model	12 Months Ended
May 31, 2013	May 31, 2012
SUMARY OF SIGNIFICANT ACCOUNTING POLICIES (Details) - Black-Scholes options-pricing model [Line Items]
Dividend yield	0.00%	0.00%
Expected volatility	70.59-70.70%	77.76-84.97%
Risk free interest rate	0.51-0.53%	0.63-0.76%
Expected life	3.50 years	3.25-3.75 years

The estimated measure of the percentage in range 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.

No definition available.

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