Price-Risk Management Price-Risk Management (Tables)

12 Months Ended

Dec. 31, 2018

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 December 31, 2018.

Oil Derivative Swaps (NYMEX WTI Settlements)	Total Volumes (Bbls)	Weighted Average Price
2019 Contracts
1Q19	124,200	$	54.95
2Q19	134,700	$	57.08
3Q19	130,500	$	57.27
4Q19	126,500	$	57.37
2020 Contracts
1Q20	103,800	$	56.28
2Q20	100,350	$	56.38
3Q20	97,200	$	56.49
4Q20	72,000	$	52.29

Natural Gas Derivative Swaps (NYMEX Henry Hub Settlements)	Total Volumes (MMBtu)	Weighted Average Price		Weighted Average Collar Floor Price		Weighted Average Collar Call Price
2019 Contracts
1Q19	5,693,000	$	3.11
2Q19	12,130,000	$	2.80
3Q19	11,990,000	$	2.80
4Q19	9,646,000	$	2.86
2020 Contracts
1Q20	5,370,000	$	2.83
2Q20	3,688,000	$	2.76
3Q20	3,585,000	$	2.76
4Q20	3,362,000	$	2.77
Collar Contracts
1Q19	3,337,500			$	3.34	$	3.82
2Q19	300,000			$	2.90	$	3.15

NGL Derivative Swaps (OPIS Settlements)	Total Volumes (Bbls)	Weighted Average Price
2019 Contracts
1Q19	180,000	$	27.93
2Q19	180,000	$	27.93
3Q19	180,000	$	27.93
4Q19	180,000	$	27.93

Natural Gas Basis Derivative Swaps (East Texas Houston Ship Channel vs NYMEX Settlements)	Total Volumes (MMBtu)	Weighted Average Price
2019 Contracts
1Q19	9,047,500	$	(0.05	)
2Q19	14,477,500	$	0.05
3Q19	14,625,000	$	0.04
4Q19	14,625,000	$	(0.02	)
2020 Contracts
1Q20	11,739,000	$	(0.03	)
2Q20	11,739,000	$	(0.04	)
3Q20	11,868,000	$	(0.03	)
4Q20	11,868,000	$	(0.04	)
2021 Contracts
1Q21	5,400,000	$	(0.004	)
2Q21	5,460,000	$	(0.004	)
3Q21	5,520,000	$	(0.004	)
4Q21	5,520,000	$	(0.004	)

Oil Basis Derivative Swaps (Argus Cushing (WTI) and LLS Settlements)	Total Volumes (Bbls)	Weighted Average Price
2019 Contracts
1Q19	30,000	$	4.65
2Q19	45,000	$	4.65
3Q19	45,000	$	4.65
4Q19	45,000	$	4.65