Derivative Instruments (Tables)

12 Months Ended

Dec. 31, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position Fair Value

Counterparty	December 31, 2013		December 31, 2012
Credit Suisse	46	%	40	%
Societe Generale	31	%	22	%
Wells Fargo	23	%	2	%
BNP Paribas	—	%	33	%
BBVA Compass	—	%	3	%
Total	100	%	100	%

Schedule Of U.S. Crude Oil Derivative Positions

The following sets forth a summary of the Company’s crude oil derivative positions at average NYMEX prices as of December 31, 2013.

Period	Type of Contract	Volume (in Bbls/d)	Weighted Average Floor Price ($/Bbls)		Weighted Average Ceiling Price ($/Bbls)		Weighted Average Short Put Price ($/Bbl)		Weighted Average Put Spread ($/Bbl)
FY 2014	Swaps	7,500	$	92.59
	Collars	3,000	$	88.33	$	104.26
	Three-way collars	500	$	85.00	$	107.75	$	65.00	$	20.00
FY 2015	Swaps	4,250	$	91.30
	Collars	700	$	90.00	$	100.65
	Three-way collars	1,000	$	85.00	$	105.00	$	65.00	$	20.00
FY 2016	Three-way collars	667	$	85.00	$	104.00	$	65.00	$	20.00

Schedule Of U.S. Natural Gas Derivative Positions

The following sets forth a summary of the Company’s natural gas derivative positions at average NYMEX prices as of December 31, 2013.

Period	Type of Contract	Volume (in MMBtu/d)	Weighted Average Floor Price ($/MMBtu)		Weighted Average Ceiling Price ($/MMBtu)
FY 2014	Swaps	45,000	$	4.09
	Collars	10,000			$	5.50
FY 2015	Swaps	10,000	$	4.33