Commodity Price Risk Activities - Schedule of Commodity Derivative Contracts (Details)	9 Months Ended
Sep. 30, 2018 MMBTU $ / MMBTU $ / bbl bbl
Oil W T I Swaps October-December 2018
Derivative [Line Items]
Total Volume \| bbl	7,255
Weighted Average Price - Swap	57.22
Oil W T I Two Way Collar October-December 2018
Derivative [Line Items]
Total Volume \| bbl	500
Weighted Average Price - Floor	50
Weighted Average Price - Ceiling	59.45
Oil -WTI Swaps January-December 2019
Derivative [Line Items]
Total Volume \| bbl	5,930
Weighted Average Price - Swap	53.94
Oil Argus LLS Basis Swaps January-December 2019
Derivative [Line Items]
Total Volume \| bbl	5,430
Weighted Average Price - Swap	5
Oil -WTI Swaps January-December 2020
Derivative [Line Items]
Total Volume \| bbl	2,680
Weighted Average Price - Swap	56.97
Natural Gas Henry Hub Swaps October-December 2018
Derivative [Line Items]
Total Energy \| MMBTU	4,548
Weighted Average Price - Swap \| $ / MMBTU	3.06

- Definition

The average cap rate on a group of price risk derivatives such as caps or collars. A payment or receipt is triggered if the market rate exceeds the cap rate on the contract.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeAverageCapPrice
Namespace Prefix:	us-gaap_
Data Type:	us-types:perUnitItemType
Balance Type:	na
Period Type:	instant

- Definition

The average floor rate on a group of price risk derivatives such as floors or collars. A payment or receipt is triggered if the market rate falls below the floor rate on the contract.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeAverageFloorPrice
Namespace Prefix:	us-gaap_
Data Type:	us-types:perUnitItemType
Balance Type:	na
Period Type:	instant

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Nominal energy measure used to calculate payments on a derivative instrument.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeNonmonetaryNotionalAmountEnergyMeasure
Namespace Prefix:	us-gaap_
Data Type:	num:energyItemType
Balance Type:	na
Period Type:	duration

- Definition

Nominal volume used to calculate payments on a derivative instrument.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeNonmonetaryNotionalAmountVolume
Namespace Prefix:	us-gaap_
Data Type:	num:volumeItemType
Balance Type:	na
Period Type:	duration

- Definition

Fixed price related to the price risk swap derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeSwapTypeFixedPrice
Namespace Prefix:	us-gaap_
Data Type:	us-types:perUnitItemType
Balance Type:	na
Period Type:	instant

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=lone_OilWTISwapsOctoberToDecemberTwoThousandEighteenMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=lone_OilWTITwoWayCollarOctoberToDecemberTwoThousandEighteenMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=lone_OilWTISwapsJanuaryToDecemberTwoThousandNineteenMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=lone_OilArgusLLSBasisSwapsJanuaryToDecemberTwoThousandNineteenMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=lone_OilWTISwapsJanuaryToDecemberTwoThousandTwentyMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=lone_NaturalGasHenryHubSwapsOctoberToDecemberTwoThousandEighteenMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: