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SUMARY OF SIGNIFICANT ACCOUNTING POLICIES (Details) - Black-Scholes options-pricing model | 12 Months Ended
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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

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- Definition Expected term of share-based compensation awards, in range. + References No definition available. + Details
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- Definition 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. + References No definition available. + Details
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- Definition The risk-free interest rate assumption expressed in range that is used in valuing an option on its own shares. + References No definition available. + Details
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- Details
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iii) -URI http://asc.fasb.org/extlink&oid=6415400&loc=d3e5070-113901 + Details
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