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Price-Risk Management Price-Risk Management (Tables)
 3 Months Ended
Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments [Table Text Block]
The following tables summarize the weighted average prices as well as future production volumes for our unsettled derivative contracts in place as of March 31, 2017:

Oil Derivative Swaps
(NYMEX WTI Settlements)
Total Volumes
(Bbls)
 
Weighted Average Price
2018 Contracts
 
 
 
1Q18
17,000

 
$
50.25

2Q18
16,100

 
$
50.15

3Q18
15,100

 
$
50.20

4Q18
14,200

 
$
50.10

 
 
 
 
2017 Contracts
 
 
 
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
 
 
 
 
 
 
 
1Q19
875,000

 
$
3.10

 
 
 
 
 
 
 
 
 
 
 
 
1Q18
6,084,000

 
$
3.45

 
 
 
 
2Q18
2,776,000

 
$
2.83

 
 
 
 
3Q18
2,574,000

 
$
2.85

 
 
 
 
4Q18
2,388,000

 
$
2.93

 
 
 
 
 
 
 
 
 
 
 
 
2Q17
4,153,170

 
$
2.98

 
 
 
 
3Q17
6,014,999

 
$
3.01

 
 
 
 
4Q17
4,460,001

 
$
2.97

 
 
 
 
 
 
 
 
 
 
 
 
Collar Contracts
 
 
 
 
 
 
 
2Q17
1,600,000

 
 
 
$
3.050

 
$
3.545

3Q17
2,865,000

 
 
 
$
3.050

 
$
3.585

4Q17
3,102,000

 
 
 
$
3.100

 
$
3.715


Natural Gas Basis Derivative Swap
(East Texas Houston Ship Channel vs NYMEX Settlements)
Total Volumes
(MMBtu)
 
Weighted Average Price
2018 Contracts
 
 
 
1Q18
4,950,000

 
$
(0.12
)
2Q18
910,000

 
$
(0.11
)
3Q18
920,000

 
$
(0.11
)
4Q18
920,000

 
$
(0.11
)
 
 
 
 
2017 Contracts
 
 
 
2Q17
5,753,170

 
$
(0.04
)
3Q17
7,969,999

 
$
(0.02
)
4Q17
7,562,001

 
$
(0.04
)