Derivatives (Tables)

12 Months Ended

Dec. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of price risk derivatives

The following summarizes information concerning our net positions in open commodity derivatives applicable to periods subsequent to December 31, 2016.  Settlement prices of commodity derivatives are based on NYMEX futures prices.

Swaps:

	Oil
	MBbls	Price
Production Period:
1st Quarter 2017	178	$	44.85
2nd Quarter 2017	165	$	44.65
3rd Quarter 2017	37	$	50.00
4th Quarter 2017	27	$	50.00
	407

Costless Collars:

	Oil
	MBbls	Weighted Average Floor Price		Weighted Average Ceiling Price
Production Period:
1st Quarter 2017	355	$	42.26	$	51.67
2nd Quarter 2017	354	$	42.27	$	51.67
3rd Quarter 2017	356	$	42.27	$	51.65
4th Quarter 2017	350	$	42.27	$	51.66
	1,415

Schedule of effect of commodity derivative instruments on the consolidated balance sheet

Effect of Commodity Derivative Instruments on the Consolidated Balance Sheets

	Fair Value of Commodity Derivative Instruments as of December 31, 2016
	Asset Commodity Derivatives			Liability Commodity Derivatives
	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
		(In thousands)			(In thousands)
Commodity derivatives not designated as hedging instruments:
Commodity derivatives	Fair value of commodity derivatives:			Fair value of commodity derivatives:
	Current	$	—	Current	$	12,895
	Non-current	—		Non-current	—
Total		$	—		$	12,895

	Fair Value of Commodity Derivative Instruments as of December 31, 2015
	Asset Commodity Derivatives			Liability Commodity Derivatives
	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
		(In thousands)			(In thousands)
Commodity derivatives not designated as hedging instruments:
Commodity derivatives	Fair value of commodity derivatives:			Fair value of commodity derivatives:
	Current	$	—	Current	$	—
	Non-current	—		Non-current	—
Total		$	—		$	—

Schedule of gross to net presentation reconciliation of commodity derivative assets and liabilities

Gross to Net Presentation Reconciliation of Commodity Derivative Assets and Liabilities

	December 31, 2016
	Assets		Liabilities
	(In thousands)
Fair value of commodity derivatives — gross presentation	$	—	$	12,895
Effects of netting arrangements	—		—
Fair value of commodity derivatives — net presentation	$	—	$	12,895

	December 31, 2015
	Assets		Liabilities
	(In thousands)
Fair value of commodity derivatives — gross presentation	$	—	$	—
Effects of netting arrangements	—		—
Fair value of commodity derivatives — net presentation	$	—	$	—

Schedule of effect of derivative instruments on the consolidated statement of operations and Comprehensive Income (Loss)

Effect of Commodity Derivative Instruments Recognized in Earnings on the Consolidated Statements of Operations and Comprehensive Income (Loss)

	Amount of Gain or (Loss) Recognized in Earnings
	Year Ended December 31,
Location of Gain or (Loss) Recognized in Earnings	2016			2015		2014
	(In thousands)
Commodity derivatives not designated as hedging instruments:
Commodity derivatives:
Other income (expense) -
Gain (loss) on commodity derivatives	$	(20,289	)	$	12,519	$	4,789
Total	$	(20,289	)	$	12,519	$	4,789