Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2012
Fair Value Measurements [Abstract]  
Assets and Liabilities Measured at Fair Value on Recurring Basis

 

The following table presents our assets and liabilities at September 30, 2012, measured at fair value on a recurring basis:

 

          Fair Value Measurements at September 30, 2012  
          Quoted     Significant        
          Prices     Other     Significant  
          in Active     Observable     Unobservable  
          Markets     Inputs     Inputs  
    Total     (Level 1)     (Level 2)     (Level 3)  
Assets:                        
Certificates of deposit   $ 740,939     $ -     $ 740,939     $ -  
Gold put derivative     10,571       -       10,571       -  
Total Assets   $ 751,510     $ -     $ 751,510     $ -  
Liabilities:                                
Gold call derivative   $ 227,282     $ -     $ 227,282     $ -  
Gold forward derivative     715,536       -       715,536       -  
Derivative liability - contingent dividend     444,800       -       -       444,800  
Total Liabilities   $ 1,387,618     $ -     $ 942,818     $ 444,800  

 

The following table presents our assets and liabilities at December 31, 2011, measured at fair value on a recurring basis:

 

          Fair Value Measurements at December 31, 2011  
          Quoted     Significant        
          Prices     Other     Significant  
          in Active     Observable     Unobservable  
          Markets     Inputs     Inputs  
    Total     (Level 1)     (Level 2)     (Level 3)  
Assets:                        
Certificates of deposit   $ 2,211,287     $ -     $ 2,211,287     $ -  
Total Assets   $ 2,211,287     $ -     $ 2,211,287     $ -  
Liabilities:                                
Derivative liability - contingent dividend   $ 1,025,000     $ -     $ -     $ 1,025,000  
Total Liabilities   $ 1,025,000     $ -     $ -     $ 1,025,000  
Schedule of Changes in Level 3 Financial Instruments

The following table indicates the changes in the level 3 financial instruments for the three months ended September 30, 2012 and 2011:

 

    Contingent Dividend  
    Payment On  
    Convertible  
    Preferred Stock  
Balance at July 1, 2012   $ 540,300  
Change in fair value     (95,500 )
Balance at September 30, 2012   $ 444,800  
         
Balance at July 1, 2011   $ 3,656,684  
Change in fair value     (1,661,584 )
Balance at September 30, 2011   $ 1,995,100  

 

The following table indicates the changes in the level 3 financial instruments for the nine months ended September 30, 2012 and 2011:

 

    Contingent Dividend  
    Payment On  
    Convertible  
    Preferred Stock  
Balance at January 1, 2012   $ 1,025,000  
Change in fair value     (580,200 )
Balance at September 30, 2012   $ 444,800  
         
Balance at January 1, 2011   $ 4,873,192  
Change in fair value     (2,878,092 )
Balance at September 30, 2011   $ 1,995,100  
Schedule of Fair value of Assets, Valuation Techniques and Related Unobservable Inputs
    Fair Value     Valuation Techniques   Unobservable Input   Quantitative Inputs Used  
Derivative liability - contingent dividend   $ 444,800     Monte-Carlo Simulation   Discount Rate     12 %