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Price-Risk Management Price-Risk Management (Tables)
 6 Months Ended
Jun. 30, 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 June 30, 2017:

Oil Derivative Swaps
(NYMEX WTI Settlements)
Total Volumes
(Bbls)
 
Weighted Average Price
2017 Contracts
 
 
 
3Q17
90,000

 
$
48.16

4Q17
84,798

 
$
48.18

 
 
 
 
2018 Contracts
 
 
 
1Q18
68,000

 
$
51.10

2Q18
64,400

 
$
50.98

3Q18
60,400

 
$
50.96

4Q18
56,800

 
$
50.84


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
2017 Swap Contracts
 
 
 
 
 
 
 
3Q17
3,882,666

 
$
3.00

 
 
 
 
4Q17
5,941,001

 
$
3.09

 
 
 
 
 
 
 
 
 
 
 
 
2017 Collar Contracts
 
 
 
 
 
 
 
3Q17
1,910,000

 
 
 
$
3.05

 
$
3.59

4Q17
3,102,000

 
 
 
$
3.10

 
$
3.72

 
 
 
 
 
 
 
 
2018 Swap Contracts
 
 
 
 
 
 
 
1Q18
7,445,000

 
$
3.46

 
 
 
 
2Q18
6,655,000

 
$
2.86

 
 
 
 
3Q18
6,074,000

 
$
2.88

 
 
 
 
4Q18
5,576,000

 
$
2.96

 
 
 
 
 
 
 
 
 
 
 
 
2019 Swap Contracts
 
 
 
 
 
 
 
1Q19
4,181,000

 
$
3.12

 
 
 
 


Natural Gas Basis Derivative Swap
(East Texas Houston Ship Channel vs NYMEX Settlements)
Total Volumes
(MMBtu)
 
Weighted Average Price
2017 Contracts
 
 
 
3Q17
5,792,666

 
$
(0.02
)
4Q17
7,562,001

 
$
(0.04
)
 
 
 
 
2018 Contracts
 
 
 
1Q18
5,400,000

 
$
(0.12
)
2Q18
3,610,000

 
$
(0.04
)
3Q18
3,020,000

 
$
(0.03
)
4Q18
1,670,000

 
$
(0.10
)
 
 
 
 
2019 Contracts
 
 
 
1Q19
750,000

 
$
(0.11
)