Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2013

Fair Value Disclosures [Abstract]

Fair Value Assumptions, Convertible Notes

The main inputs and assumptions into the fair value model for the Convertible Notes at June 30, 2013 were as follows:

Company's stock price at the end of the period	$	15.76
Expected volatility	29.2		%
Credit spreads	6.32		%
Risk-free interest rate	1.21		%

Measurement of assets and liabilities at fair value on a recurring basis

The liabilities measured at fair value on a recurring basis were as follows:

	Level 1		Level 2		Level 3		Total
As of June 30, 2013
Derivative liability for commodity hedges	$	—	$	3,947	$	—	$	3,947
As of December 31, 2012
Derivative liability for commodity hedges	$	—	$	2,494	$	—	$	2,494