Fair Value Measurements (Tables)

12 Months Ended

Dec. 31, 2012

Fair Value Disclosures [Abstract]

Recurring Fair Value Measurements

The following tables set forth our recurring fair value measurements:

	December 31, 2012
	Level 2			Level 3			Effect of Netting			Total
	(In thousands)
Financial assets (liabilities):
Commodity derivatives:
Assets	$	18,555		$	—		$	(2,003	)	$	16,552
Liabilities	(3,918		)	(595		)	2,003			(2,510		)
	$	14,637		$	(595	)	$	—		$	14,042

	December 31, 2011
	Level 2			Level 3			Effect of Netting			Total
	(In thousands)
Financial assets (liabilities):
Commodity derivatives:
Assets	$	9,698		$	34,321		$	(7,567	)	$	36,452
Liabilities	(9,518		)	(706		)	7,567			(2,657		)
	$	180		$	33,615		$	—		$	33,795

Reconciliations Of Level 3 Fair Value Measurements

The following tables are reconciliations of our level 3 fair value measurements:

	Net Derivatives
	For the Year Ended, December 31, 2012					For the Year Ended, December 31, 2011
	Interest Rate Swaps		Commodity Swaps			Interest Rate Swaps			Commodity Swaps
	(In thousands)
Beginning of period	$	—	$	33,615		$	(1,614	)	$	10,868
Total gains or losses (realized and unrealized):
Included in earnings (1)	—		24,484			(1,734		)	20,086
Included in other comprehensive income (loss)	—		(11,641		)	1,614			22,503
Settlements	—		(25,129		)	1,734			(19,842		)
Transfers out of Level 3 into Level 2	—		(21,924		)	—			—
End of period	$	—	$	(595	)	$	—		$	33,615
Total gains (losses) for the period included in earnings attributable to the change in unrealized gain relating to assets still held at end of period	$	—	$	(645	)	$	—		$	244

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(1) Interest rate swaps and commodity sales swaps and collars are reported in the consolidated statements of operations in interest expense, oil and gas revenues (for cash flow hedges), and gain (loss) on derivatives not designated as hedges and hedge ineffectiveness, net, respectively.

Schedule Of Quantitative Information About Unobservable Inputs

The following table provides quantitative information about our Level 3 unobservable inputs at December 31, 2012:

	Fair Value			Valuation Technique	Unobservable Input	Range
	(In thousands)
Commodity collars (1)	$	(595	)	Discounted cash flow	Forward commodity price curve	$0.09-$0.56

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(1) The commodity contracts detailed in this category include non-exchange-traded natural gas collars that are valued based on NYMEX. The forward pricing range represents the low and high price expected to be received within the settlement period.