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Fair Value Measurements (Tables)
9 Months Ended
Sep. 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 September 30, 2014 were as follows:
Company's stock price at the end of the period
$
8.54

Expected volatility
45.3
%
Credit spreads
14.41
%
Risk-free interest rate
1.14
%
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 September 30, 2014
 
 
 
 
 
 
 
Derivative liability for commodity hedges
$

 
$
1,537

 
$

 
$
1,537

As of December 31, 2013
 
 
 
 
 
 
 
Derivative liability for commodity hedges
$

 
$
2,871

 
$

 
$
2,871