Price-Risk Management Price-Risk Management (Tables)

9 Months Ended

Sep. 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 September 30, 2017:

Oil Derivative Swaps (NYMEX WTI Settlements)	Total Volumes (Bbls)	Weighted Average Price
2017 Contracts
4Q17	107,298	$	48.56
2018 Contracts
1Q18	98,000	$	50.77
2Q18	94,400	$	50.68
3Q18	90,400	$	50.65
4Q18	86,800	$	50.56
2019 Contracts
1Q19	11,400	$	50.72
2Q19	11,400	$	50.72
3Q19	9,000	$	50.50
4Q19	9,000	$	50.50

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
4Q17	4,203,334	$	3.11
2017 Collar Contracts
4Q17	2,068,000			$	3.10	$	3.72
2018 Swap Contracts
1Q18	7,445,000	$	3.46
2Q18	8,155,000	$	2.86
3Q18	7,874,000	$	2.88
4Q18	7,976,000	$	2.96
2019 Swap Contracts
1Q19	4,181,000	$	3.12
2Q19	4,200,000	$	2.82
3Q19	4,200,000	$	2.82
4Q19	4,200,000	$	2.82
2020 Swap Contracts
1Q20	4,200,000	$	2.82

Natural Gas Basis Derivative Swap (East Texas Houston Ship Channel vs NYMEX Settlements)	Total Volumes (MMBtu)	Weighted Average Price
2017 Contracts
4Q17	4,893,334	$	(0.04	)
2018 Contracts
1Q18	5,400,000	$	(0.12	)
2Q18	3,610,000	$	(0.04	)
3Q18	3,020,000	$	(0.03	)
4Q18	2,270,000	$	(0.09	)
2019 Contracts
1Q19	750,000	$	(0.11	)