Price-Risk Management Price-Risk Management (Tables)

6 Months Ended

Jun. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments [Table Text Block]

Oil Derivative Swaps (NYMEX WTI Settlements)	Total Volumes (Bbls)	Minimum Price		Maximum Price
2016 Contracts
3Q16	172,497	$	46.00	$	49.48
4Q16	155,997	$	46.90	$	50.36
2017 Contracts
1Q17	106,245	$	47.25	$	50.55
2Q17	97,401	$	47.25	$	50.85
3Q17	90,000	$	47.25	$	51.02
4Q17	84,798	$	47.25	$	51.30

Natural Gas Derivative Swaps (NYMEX Henry Hub Settlements)	Total Volumes (MMBtu)	Minimum Price		Maximum Price
2016 Contracts
3Q16	3,980,002	$	2.30	$	2.80
4Q16	5,250,003	$	2.67	$	2.80
2017 Contracts
1Q17	3,975,000	$	2.77	$	3.09
2Q17	3,625,005	$	2.77	$	2.85
3Q17	3,339,999	$	2.77	$	2.91
4Q17	3,125,001	$	2.77	$	3.03

Natural Gas Basis Derivative Swap East Texas Houston Ship Channel Settlements)	Total Volumes (MMBtu)	Minimum Price			Maximum Price
2016 Contracts
3Q16	3,979,902	$	(0.05	)	$	(0.02	)
4Q16	5,250,003	$	(0.08	)	$	(0.05	)
2017 Contracts
1Q17	3,577,500	$	(0.10	)	$	(0.05	)
2Q17	3,262,506	$	(0.05	)	$	(0.02	)
3Q17	3,005,001	$	(0.05	)	$	(0.01	)
4Q17	2,812,503	$	(0.05	)	$	(0.04	)