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Derivative Financial Instruments (Details 2) (Monte carlo simulations [Member], Senior Convertible Notes [Member], USD $)
6 Months Ended 12 Months Ended
Jun. 30, 2012
Dec. 31, 2011
Significant assumptions utilized in valuation technique    
Quoted market price on valuation date $ 3.725 $ 2.74
Contractual conversion rate $ 3.74 $ 3.74
Contractual term to maturity   2 years 3 months 29 days
Implied expected term to maturity   2 years 22 days
Market volatility:    
Contractual interest rate   8.00%
Minimum [Member]
   
Significant assumptions utilized in valuation technique    
Contractual conversion rate $ 3.17 $ 2.74
Contractual term to maturity 1 year 10 months 2 days  
Implied expected term to maturity 1 year 5 months 19 days  
Market volatility:    
Range of volatilities 28.80% 55.60%
Range of equivalent volatilities 44.40% 78.90%
Contractual interest rate 8.00%  
Range of equivalent market risk adjusted interest rates 8.00% 8.00%
Range of equivalent credit risk adjusted yields 1.35% 3.10%
Risk-free rates 0.04% 0.01%
Maximum [Member]
   
Significant assumptions utilized in valuation technique    
Contractual conversion rate $ 4.07 $ 2.89
Contractual term to maturity 1 year 11 months 23 days  
Implied expected term to maturity 1 year 5 months 27 days  
Market volatility:    
Range of volatilities 73.70% 101.80%
Range of equivalent volatilities 64.30% 84.30%
Contractual interest rate 9.00%  
Range of equivalent market risk adjusted interest rates 9.10% 8.10%
Range of equivalent credit risk adjusted yields 1.55% 3.50%
Risk-free rates 0.21% 0.25%