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Fair value at inception, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled after one year or the normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price).

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-Publisher FASB

-Name Accounting Standards Codification

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Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

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Risk-free interest rate assumption used in valuing an instrument.

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The cash inflow during the period from additional borrowings in aggregate debt. Includes proceeds from short-term and long-term debt.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of open derivatives, commodity, or energy contracts, held at each balance sheet date, that was included in earnings for the period.

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DERIVATIVE LIABILITY (Details) (USD $)	6 Months Ended		0 Months Ended		6 Months Ended	0 Months Ended	6 Months Ended
DERIVATIVE LIABILITY (Details) (USD $)	Jun. 30, 2014	Jun. 30, 2014 Loan Agreement RCF	Feb. 04, 2014 Loan Agreement RCF Tranche one	Nov. 13, 2013 Loan Agreement RCF Tranche one	Jun. 30, 2014 Loan Agreement RCF Tranche one	Apr. 30, 2014 Loan Agreement RCF Tranche two	Jun. 30, 2014 Loan Agreement RCF Tranche two	Jun. 30, 2014 Loan Agreement RCF Tranche one $2,000,000	Jun. 30, 2014 Loan Agreement RCF Tranche two $3,000,000	Jun. 30, 2014 Loan Agreement RCF Minimum	Jun. 30, 2014 Loan Agreement RCF Maximum
Assumptions used in calculation of the derivative liability using the Black-Scholes option pricing model
Risk-free interest rate (as a percent)										0.65%	0.91%
Expected life of derivative liability										2 years 6 months 4 days	2 years 10 months 28 days
Expected volatility (as a percent)										84.00%	94.00%
Dividend rate (as a percent)		0.00%
Changes in the derivative liability related to the conversion feature
Balance at the beginning of the period		$ 2,169,408
Fair value drawdown								1,555,806	1,691,319
Unrealized gain on derivative liability	(1,459,647)	(1,459,647)
Balance at the end of the period		3,956,886
Proceeds from borrowings			$ 2,000,000	$ 3,000,000	$ 2,000,000	$ 3,000,000	$ 3,000,000