Fair Value Measurements (Tables)

12 Months Ended

Dec. 31, 2016

Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]

Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]

The following reconciliation represents the change in fair value of the embedded conversion feature of the New Convertible Notes between December 31, 2015 and December 31, 2016:

	Derivative liability for embedded conversion feature
Fair value as of December 31, 2015	$	—
Fair value at issuance date	11,574
Settlement upon conversion into common stock	(721		)
Mark-to-market adjustment on conversion feature(a)	(10,450		)
Fair value as of December 31, 2016	$	403

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 December 31, 2016
Derivative liability for commodity hedges	$	—	$	—	$	—	$	—
As of December 31, 2015
Derivative liability for commodity hedges	$	—	$	1,015	$	—	$	1,015

^(a) As of December 31, 2015, the entire derivative liability for commodity hedges balance of $1,015 is included in accrued and other current liabilities in the Consolidated Balance Sheet.

Convertible Notes Due in 2019 [Member]

Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]

Fair Value Inputs, Liabilities, Quantitative Information [Table Text Block]

The main inputs and assumptions into the fair value model for the New Convertible Notes at December 31, 2016 were as follows:

Company's stock price at the end of the period	$	0.25
Expected volatility	97.90		%
Credit spreads	69.8		%
Risk-free interest rate	1.47		%

Warrant [Member]

Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]

Fair Value Inputs, Instruments Classified in Shareholders' Equity, Quantitative Information [Table Text Block]

The fair value of the Warrants to purchase shares of the Company's common stock issued in connection with the closing of the Company's new Credit Facilities in December 2016, which falls within Level 3 of the fair value hierarchy, was estimated using the Black-Scholes option-pricing model with the following assumptions:

Expected volatility	97.90	%
Risk-free interest rate	1.03	%
Expected life (in years)	1.5
Expected dividend yield	—