Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2015

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, 2015 were as follows:

Company's stock price at the end of the period	$	6.17
Expected volatility	49.8		%
Credit spreads	21.65		%
Risk-free interest rate	0.81		%

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(a)
As of June 30, 2015
Derivative liability for commodity hedges	$	—	$	1,442	$	—	$	1,442
As of December 31, 2014
Derivative liability for commodity hedges	$	—	$	1,615	$	—	$	1,615