Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2014

Fair Value Disclosures [Abstract]

Fair Value Assumptions, Convertible Notes

The main inputs and assumptions into the fair value model for the Convertible Notes at June 30, 2014 were as follows:

Company's stock price at the end of the period	$	11.04
Expected volatility	27.2		%
Credit spreads	4.61		%
Risk-free interest rate	1.25		%

Measurement of assets and liabilities at fair value on a recurring basis

The liabilities measured at fair value on a recurring basis were as follows:

	Level 1		Level 2		Level 3		Total
As of June 30, 2014
Derivative liability for commodity hedges	$	—	$	2,006	$	—	$	2,006
As of December 31, 2013
Derivative liability for commodity hedges	$	—	$	2,871	$	—	$	2,871