Derivative Financial Instruments (Details) (USD $)	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Derivative Financial Instruments
Fair value of oil, natural gas, NGL commodity derivative markets	$ 21,900,000	$ 31,200,000
Derivative (gains) losses relating to de-designated commodity hedges reclassified from AOCL to earnings net of tax	(1,034,000)	927,000
De-designated Hedges
Derivative Financial Instruments
Unrealized gains included in accumulated other comprehensive loss (AOCL), net of income tax	115,000
Gains expected to be reclassifiied into earnings from AOCL after-tax net loss related to de-designated commodity derivative contracts	1,300,000
Oil, Natural Gas, and Natural Gas Liquid [Member]
Derivative Financial Instruments
Derivative losses relating to de-designated commodity hedges reclassified from AOCL to earnings before tax effect	$ 1,700,000	$ (1,400,000)
Crude oil
Derivative Financial Instruments
Anticipated production covered by derivative contracts	9,700,000
Natural gas
Derivative Financial Instruments
Anticipated production covered by derivative contracts	69,900,000
Natural gas liquids ("NGLs")
Derivative Financial Instruments
Anticipated production covered by derivative contracts	1,100,000

Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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-Publisher FASB

-Name Accounting Standards Codification

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

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The amount of losses on a cash flow hedge reclassified in the period to earnings from accumulated other comprehensive income.

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Aggregate notional amount of price risk derivatives not designated as a hedging instrument with notional amounts expressed in nonmonetary units. For example the number of barrels specified in a fuel oil forward purchase contract.

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The amount of net gains or losses on price risk cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income.

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Fair value as of the balance sheet date of price risk derivative assets, net of price risk derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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