Fair Value Measurements (Tables)

3 Months Ended

Mar. 31, 2016

Fair Value Disclosures [Abstract]

Fair Value Assumptions, Convertible Notes

The main inputs and assumptions into the fair value model for the Convertible Notes at March 31, 2016 were as follows:

Company's stock price at the end of the period	$	2.70
Expected volatility	67.80		%
Credit spreads	69.21		%
Risk-free interest rate	1.05		%

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(a)
As of March 31, 2016
Derivative liability for commodity hedges	$	—	$	752	$	—	$	752
As of December 31, 2015
Derivative liability for commodity hedges	$	—	$	1,015	$	—	$	1,015