Price-Risk Management Price-Risk Management (Notes)	12 Months Ended
Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Price-Risk Management Activities	Price-Risk Management Activities The Company follows FASB ASC 815-10, which requires that changes in the derivative’s fair value are recognized in earnings. The changes in the fair value of our derivatives are recognized in "Price-risk management and other, net” on the accompanying consolidated statements of operations. We have a price-risk management policy to use derivative instruments to protect against declines in oil and natural gas prices, mainly through the purchase of price swaps, floors, calls, collars and participating collars. For the years ended December 31, 2015, 2014 and 2013, we recognized net gains (losses) of $0.2 million, $1.3 million and ($0.9) million, respectively, relating to our derivative activities. The effects of our derivatives are included in the "Other" section of our Cash Flows from Operating Activities on the accompanying consolidated statements of cash flows. The fair values of our derivatives are computed using commonly accepted industry-standard models and are periodically verified against quotes from brokers. There were no unsettled derivative assets and no unsettled derivative liabilities at December 31, 2015 as all outstanding hedge agreements had settled as of year-end. The Company uses an International Swap and Derivatives Association "ISDA" master agreement for all derivative contracts. This is an industry standardized contract containing the general conditions of our derivative transactions including provisions relating to netting derivative settlement payments under certain circumstances (such as default). For reporting purposes, the Company does not offset the asset and liability fair value amounts of its derivatives on the accompanying balance sheets. As all hedge agreements had settled as of year-end, under the right of set-off, there was no net fair value at December 31, 2015. For further discussion related to the fair value of the Company's derivatives, refer to Note 10 of these consolidated financial statements.

Price-Risk Management Activities

The Company follows FASB ASC 815-10, which requires that changes in the derivative’s fair value are recognized in earnings. The changes in the fair value of our derivatives are recognized in "Price-risk management and other, net” on the accompanying consolidated statements of operations. We have a price-risk management policy to use derivative instruments to protect against declines in oil and natural gas prices, mainly through the purchase of price swaps, floors, calls, collars and participating collars.

For the years ended December 31, 2015, 2014 and 2013, we recognized net gains (losses) of $0.2 million, $1.3 million and ($0.9) million, respectively, relating to our derivative activities. The effects of our derivatives are included in the "Other" section of our Cash Flows from Operating Activities on the accompanying consolidated statements of cash flows.

The fair values of our derivatives are computed using commonly accepted industry-standard models and are periodically verified against quotes from brokers. There were no unsettled derivative assets and no unsettled derivative liabilities at December 31, 2015 as all outstanding hedge agreements had settled as of year-end.

The Company uses an International Swap and Derivatives Association "ISDA" master agreement for all derivative contracts. This is an industry standardized contract containing the general conditions of our derivative transactions including provisions relating to netting derivative settlement payments under certain circumstances (such as default). For reporting purposes, the Company does not offset the asset and liability fair value amounts of its derivatives on the accompanying balance sheets. As all hedge agreements had settled as of year-end, under the right of set-off, there was no net fair value at December 31, 2015. For further discussion related to the fair value of the Company's derivatives, refer to Note 10 of these consolidated financial statements.