Fair Value Measurements (Narrative) (Details) (USD $)	12 Months Ended
	Dec. 31, 2012	Sep. 30, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Hedging collateral deposits	$ 0	$ 364,000
Assumed 12 month basis differential comparison to NYMEX	109.60%
Assumed 12 month minimum basis differential comparison to NYMEX	103.20%
Assumed 12 month maximum basis differential comparison to NYMEX	112.40%
Fair Value Measured On Recurring Basis, Net	90,764,000	79,363,000
Over The Counter Swaps - Oil [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measured On Recurring Basis, Net	(14,100,000)
Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Hedging collateral deposits		364,000
Fair Value Measured On Recurring Basis, Net	68,075,000	77,862,000
Fair Value, Inputs, Level 1 [Member] | NYMEX Futures [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Hedging collateral deposits	0	400,000
Higher [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Basis Differential On NYMEX Sensitivity	10.00%
Fair value of crude oil price swap sensitivity	(16,100,000)
Lower [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Basis Differential On NYMEX Sensitivity	10.00%
Fair value of crude oil price swap sensitivity	$ 2,000,000