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Price-Risk Management Price-Risk Management (Tables)
 12 Months Ended
Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments [Table Text Block]
The following table summarizes the weighted average prices as well as future production volumes for our unsettled derivative contracts in place as of December 31, 2016.

Oil Derivative Swaps
(NYMEX WTI Settlements)
Total Volumes (Bbls)
 
Weighted Average Price
2017 Contracts
 
 
 
1Q17
106,245

 
$
48.04

2Q17
97,401

 
$
48.13

3Q17
90,000

 
$
48.16

4Q17
84,798

 
$
48.18


Natural Gas Derivative Contracts
(NYMEX Henry Hub Settlements)
Total Volumes (MMBtu)
 
Weighted Average Swap Price
 
Weighted Average Collar Floor Price
 
Weighted Average Collar Call Price
Swap Contracts
 
 
 
 
 
 
 
1Q18
4,395,000

 
$
3.47

 
 
 
 
 
 
 
 
 
 
 
 
1Q17
4,500,000

 
$
3.13

 
 
 
 
2Q17
5,420,005

 
$
2.96

 
 
 
 
3Q17
5,104,999

 
$
2.98

 
 
 
 
4Q17
3,725,001

 
$
2.92

 
 
 
 
 
 
 
 
 
 
 
 
Collar Contracts
 
 
 
 
 
 
 
1Q17
550,000

 
 
 
$
3.300

 
$
3.900

2Q17
2,400,000

 
 
 
$
3.050

 
$
3.545

3Q17
2,865,000

 
 
 
$
3.050

 
$
3.585

4Q17
3,102,000

 
 
 
$
3.100

 
$
3.715


Natural Gas Basis Derivative Swaps
(East Texas Houston Ship Channel Settlements)
Total Volumes (MMBtu)
 
Weighted Average Price
2018 Contracts
 
 
 
1Q18
1,500,000

 
$
(0.08
)
 
 
 
 
2017 Contracts
 
 
 
1Q17
5,050,000

 
$
(0.08
)
2Q17
7,820,005

 
$
(0.03
)
3Q17
7,969,999

 
$
(0.02
)
4Q17
6,827,001

 
$
(0.04
)