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Derivative Instruments (Tables)
 12 Months Ended
Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Commodity Derivative Positions
The following table sets forth our commodity derivative positions as of December 31, 2013:
 
 
 
Average
 
 
 
 
 
 
 
 
 
Volume Per
 
Weighted Average Price
 
Fair Value
 
Instrument
 
Day
 
Floor/Swap
 
Ceiling
 
Asset
 
Liability
Crude Oil:
 
 
(barrels)
 
($/barrel)
 
 
 
 
First quarter 2014
Collars
 
1,500

 
$
93.33

 
$
102.80

 
$
—

 
$
28

Second quarter 2014
Collars
 
1,500

 
$
93.33

 
102.80

 
128

 
—

First quarter 2014
Swaps
 
8,500

 
$
94.00

 
 
 
—

 
3,352

Second quarter 2014
Swaps
 
8,500

 
$
94.00

 
 
 
—

 
2,280

Third quarter 2014
Swaps
 
9,000

 
$
93.38

 
 
 
—

 
1,025

Fourth quarter 2014
Swaps
 
9,000

 
$
93.38

 
 
 
607

 
—

First quarter 2015
Swaps
 
3,000

 
$
91.92

 
 
 
88

 
—

Second quarter 2015
Swaps
 
3,000

 
$
91.92

 
 
 
435

 
—

Third quarter 2015
Swaps
 
2,000

 
$
91.48

 
 
 
410

 
—

Fourth quarter 2015
Swaps
 
2,000

 
$
91.48

 
 
 
556

 
—

Natural Gas:
 
 
(in MMBtu)

 
($/MMBtu)
 
 

 
 
First quarter 2014
Collars
 
5,000

 
$
4.00

 
$
4.50

 
—

 
3

First quarter 2014
Swaps
 
10,000

 
$
4.28

 
 

 
1

 
—

Second quarter 2014
Swaps
 
15,000

 
$
4.10

 
 

 
—

 
1

Third quarter 2014
Swaps
 
15,000

 
$
4.10

 
 

 
—

 
60

Fourth quarter 2014
Swaps
 
5,000

 
$
4.50

 
 

 
125

 
—

First quarter 2015
Swaps
 
5,000

 
$
4.50

 
 
 
64

 
—

Settlements to be paid in subsequent period
 
 
 

 
 

 
 

 
—

 
423
Impact of Derivative Activities on Condensed Consolidated Statements of Income
The impact of our derivatives activities on income is included in the Derivatives caption on our Consolidated Statements of Operations. The following table summarizes the effects of our derivative activities for the periods presented:
 
Year Ended December 31,
 
2013
 
2012
 
2011
Impact by contract type:
 

 
 

 
 

Commodity contracts
$
(20,852
)
 
$
34,781

 
$
14,422

Interest rate contracts
—

 
1,406

 
1,229

 
$
(20,852
)
 
$
36,187

 
$
15,651

Cash settlements and gains (losses):
 

 
 

 
 

Cash received (paid) for:
 

 
 

 
 

Commodity contract settlements
$
(1,042
)
 
$
28,317

 
$
23,562

Interest rate contract settlements
—

 
1,406

 
3,818

 
(1,042
)
 
29,723

 
27,380

Gains (losses) attributable to:
 

 
 

 
 

Commodity contracts
(19,810
)
 
6,464

 
(9,140
)
Interest rate contracts
—

 
—

 
(2,589
)
 
(19,810
)
 
6,464

 
(11,729
)
 
$
(20,852
)
 
$
36,187

 
$
15,651
Fair Value of Derivative Instruments on Condensed Consolidated Balance Sheets
The following table summarizes the fair value of our derivative instruments, as well as the locations of these instruments, on our Consolidated Balance Sheets as of the dates presented:
 
 
 
 
Fair Values as of
 
 
 
 
December 31, 2013
 
December 31, 2012
 
 
 
 
Derivative
 
Derivative
 
Derivative
 
Derivative
Type
 
Balance Sheet Location
 
Assets
 
Liabilities
 
Assets
 
Liabilities
Commodity contracts
 
Derivative assets/liabilities - current
 
$
3,830

 
$
10,141

 
$
11,292

 
$
—

Interest rate contracts
 
Derivative assets/liabilities - current
 
—

 
—

 
—

 
—

 
 
 
 
3,830

 
10,141

 
11,292

 
—

 
 
 
 
 
 
 
 
 
 
 
Commodity contracts
 
Derivative assets/liabilities - noncurrent
 
1,552

 
—

 
5,181

 
1,421

Interest rate contracts
 
Derivative assets/liabilities - noncurrent
 
—

 
—

 
—

 
—

 
 
 
 
1,552

 
—

 
5,181

 
1,421

 
 
 
 
$
5,382

 
$
10,141

 
$
16,473

 
$
1,421