Risk Management and Derivative Instruments- Hedging (Details) - Designated as Hedging Instrument - NYMEX	Dec. 31, 2016 MMBTU $ / MMBTU $ / bbl bbl
WTI | Swap Contract Quarter Ended March 31, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	105,500
Swap weighted average strike price	55.17
WTI | Swap Contract Quarter Ended June 30, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	227,500
Swap weighted average strike price	55.12
WTI | Swap Contract Quarter Ended September 30, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	207,000
Swap weighted average strike price	55.29
WTI | Swap Contract Quarter Ended December 31, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	207,000
Swap weighted average strike price	55.29
WTI | Collar Contract Quarter Ended March 31, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	74,500
Weighted average floor price	50.00
Weighted average ceiling price	59.68
WTI | Collar Contract Quarter Ended June 30, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	136,500
Weighted average floor price	50.00
Weighted average ceiling price	59.73
WTI | Collar Contract Quarter Ended September 30, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	46,000
Weighted average floor price	50.00
Weighted average ceiling price	60.00
WTI | Collar Contract Quarter Ended December 31, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	46,000
Weighted average floor price	50.00
Weighted average ceiling price	60.00
WTI | Three Way Collar Contract Quarter Ended September 30, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	115,000
Weighted average floor price	50.00
Weighted average ceiling price	62.80
Weighted average sub-floor price	40.00
WTI | Three Way Collar Contract Quarter Ended December 31, 2017
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	115,000
Weighted average floor price	50.00
Weighted average ceiling price	62.80
Weighted average sub-floor price	40.00
WTI | Three Way Collar Contract Quarter Ended March 31, 2018
Risk Management and Derivative Instruments
Hedge position (Bbls) | bbl	135,000
Weighted average floor price	50.00
Weighted average ceiling price	63.50
Weighted average sub-floor price	40.00
HENRY HUB | Swap Contract Quarter Ended June 30, 2017
Risk Management and Derivative Instruments
Hedge position (MMBtu) | MMBTU	2,912,000
Swap weighted average strike price | $ / MMBTU	3.38
HENRY HUB | Swap Contract Quarter Ended September 30, 2017
Risk Management and Derivative Instruments
Hedge position (MMBtu) | MMBTU	2,944,000
Swap weighted average strike price | $ / MMBTU	3.38
HENRY HUB | Swap Contract Quarter Ended December 31, 2017
Risk Management and Derivative Instruments
Hedge position (MMBtu) | MMBTU	992,000
Swap weighted average strike price | $ / MMBTU	3.38
HENRY HUB | Collar Contract Quarter Ended March 31, 2017
Risk Management and Derivative Instruments
Hedge position (MMBtu) | MMBTU	1,298,000
Weighted average floor price | $ / MMBTU	3.10
Weighted average ceiling price | $ / MMBTU	3.70
HENRY HUB | Three Way Collar Contract Quarter Ended December 31, 2017
Risk Management and Derivative Instruments
Hedge position (MMBtu) | MMBTU	610,000
Weighted average floor price | $ / MMBTU	3.25
Weighted average ceiling price | $ / MMBTU	4.30
Weighted average sub-floor price | $ / MMBTU	2.50
HENRY HUB | Three Way Collar Contract Quarter Ended March 31, 2018
Risk Management and Derivative Instruments
Hedge position (MMBtu) | MMBTU	900,000
Weighted average floor price | $ / MMBTU	3.25
Weighted average ceiling price | $ / MMBTU	4.30
Weighted average sub-floor price | $ / MMBTU	2.50