The amount of cash received during the period for early termination of a hedge.

No definition available.

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This element reflects realized gain (loss) on the settlement of financial commodity derivative instruments.

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Percent of total receivables represented by amounts due from a single external customer.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled within one year or normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled after one year or the normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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The average cap rate on a group of price risk derivatives such as caps or collars. A payment or receipt is triggered if the market rate exceeds the cap rate on the contract.

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No definition available.

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The average floor rate on a group of price risk derivatives such as floors or collars. A payment or receipt is triggered if the market rate falls below the floor rate on the contract.

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The average strike price on the group of price risk option contracts such as put options or call options.

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The amount of cash received during the period on settlement of a hedge.

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Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled within one year or normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled after one year or the normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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- Definition

Nominal energy measure used to calculate payments on a derivative instrument.

+ References

No definition available.

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Nominal volume used to calculate payments on a derivative instrument.

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No definition available.

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Average fixed price related to the group of price risk swap derivatives.

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No definition available.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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No definition available.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of open derivatives, commodity, or energy contracts, held at each balance sheet date, that was included in earnings for the period.

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Risk Management Activities (Details)	12 Months Ended
Risk Management Activities (Details)	Dec. 31, 2017 USD ($) MMBTU $ / bbl $ / MMBTU bbl	Dec. 31, 2016 USD ($)	Dec. 31, 2015 USD ($)
Derivatives, Fair Value [Line Items]
Assets from Price Risk Management Activities	$ 7,699,000	$ 0
Liabilities from Price Risk Management Activities	$ 50,429,000	$ 61,817,000
Receivable Major Customer Percentage	10.00%	10.00%
Gains (Losses) on Mark-to-Market Commodity Derivative Contracts	$ 19,828,000	$ (99,608,000)	$ 61,924,000
Net Cash Received from (Payments for) Settlements of Commodity Derivatives Contracts	7,438,000	(22,219,000)	$ 730,114,000
Derivative Collateral [Abstract]
Collateral Held on Derivative	0	0
Collateral Had on Derivaitve	0	0
Assets [Member] \| Price Risk Derivative [Member]
Derivatives, Fair Value [Line Items]
Assets from Price Risk Management Activities	8,000,000	0
Other Assets [Member] \| Price Risk Derivative [Member]
Derivatives, Fair Value [Line Items]
Other Assets	0	1,000,000
Liabilities From Price Risk Management Activities [Member]
Derivatives, Fair Value [Line Items]
Assets from Price Risk Management Activities	5,000,000
Liabilities from Price Risk Management Activities	55,000,000
Liabilities From Price Risk Management Activities [Member] \| Price Risk Derivative [Member]
Derivatives, Fair Value [Line Items]
Liabilities from Price Risk Management Activities	50,000,000	62,000,000
Liability [Member] \| Price Risk Derivative [Member]
Derivatives, Fair Value [Line Items]
Other Liabilities	$ 7,000,000	$ 0
Crude Oil [Member] \| Midland Differential Basis Swap [Member] \| Derivative Contracts Year Two - January (closed) [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	15,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	1.063
Crude Oil [Member] \| Midland Differential Basis Swap [Member] \| Derivative Contracts Year Two - February through December [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	15,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	1.063
Crude Oil [Member] \| Midland Differential Basis Swap [Member] \| Derivative Contracts Year Three January through December [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	20,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	1.075
Crude Oil [Member] \| Gulf Coast Differential Basis Swap [Member] \| Derivative Contracts Year Two - January (closed) [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	37,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	3.818
Crude Oil [Member] \| Gulf Coast Differential Basis Swap [Member] \| Derivative Contracts Year Two - February through December [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	37,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	3.818
Crude Oil [Member] \| Price Swap [Member] \| Derivative Contracts January through February (closed) [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	35,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	50.040
Crude Oil [Member] \| Price Swap [Member] \| Derivative Contracts March through June (closed) [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	30,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	50.05
Crude Oil [Member] \| Price Swap [Member] \| Crude Oil Price Swap Contracts - March through June (closed) [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	5,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	48.81
Derivative, Cash Received For Early Termination of Hedge	$ 4,600,000
Crude Oil [Member] \| Price Swap [Member] \| Derivative Contracts Year Two - January through December [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	37,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	56.48
Crude Oil [Member] \| Price Swap [Member] \| Remaining Derivative Contracts - March through June (Closed) [Member]
Derivatives, Fair Value [Line Items]
Volume (Bbld) \| bbl	5,000
Derivative, Swap Type, Average Fixed Price \| $ / bbl	50.00
Derivative, Cash Received on Hedge	$ 700,000
Natural Gas [Member] \| Price Swap [Member] \| Derivative Contracts - March through November (closed) [Member]
Derivatives, Fair Value [Line Items]
Derivative, Swap Type, Average Fixed Price \| $ / MMBTU	3.10
volume (MMBTU) \| MMBTU	30,000
Natural Gas [Member] \| Price Swap [Member] \| Derivative Contracts Year Two - March through November [Member]
Derivatives, Fair Value [Line Items]
Derivative, Swap Type, Average Fixed Price \| $ / MMBTU	3.00
volume (MMBTU) \| MMBTU	35,000
Natural Gas [Member] \| Call Option [Member] \| Derivative Contracts - March through November (closed) [Member]
Derivatives, Fair Value [Line Items]
volume (MMBTU) \| MMBTU	213,750
Derivative, Average Price Risk Option Strike Price \| $ / MMBTU	3.44
Natural Gas [Member] \| Call Option [Member] \| Derivative Contracts Year Two - March through November [Member]
Derivatives, Fair Value [Line Items]
volume (MMBTU) \| MMBTU	120,000
Derivative, Average Price Risk Option Strike Price \| $ / MMBTU	3.38
Natural Gas [Member] \| Put Option [Member] \| Derivative Contracts - March through November (closed) [Member]
Derivatives, Fair Value [Line Items]
volume (MMBTU) \| MMBTU	171,000
Derivative, Average Price Risk Option Strike Price \| $ / MMBTU	2.92
Natural Gas [Member] \| Put Option [Member] \| Derivative Contracts Year Two - March through November [Member]
Derivatives, Fair Value [Line Items]
volume (MMBTU) \| MMBTU	96,000
Derivative, Average Price Risk Option Strike Price \| $ / MMBTU	2.94
Natural Gas [Member] \| Collars [Member] \| Derivative Contracts - March through November (closed) [Member]
Derivatives, Fair Value [Line Items]
volume (MMBTU) \| MMBTU	80,000
Derivative, Average Cap Price \| $ / MMBTU	3.69
Derivative, Average Floor Price \| $ / MMBTU	3.20