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Derivative Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2022
Derivative Instruments Not Designated as Hedging Instruments [Abstract]  
Schedule of notional amounts of outstanding derivative positions [Table Text Block]
As of September 30, 2022, the Company had commodity derivative contracts outstanding through the fourth quarter of 2025 as summarized in the table below:
Contract Period
Fourth Quarter 2022202320242025
Oil Derivatives (volumes in MBbl and prices in $ per Bbl):
Swaps
NYMEX WTI Volumes1,923 1,190 — — 
Weighted-Average Contract Price$44.58 $45.20 $— $— 
ICE Brent Volumes— 3,650 910 — 
Weighted-Average Contract Price$— $86.50 $85.50 $— 
Collars
NYMEX WTI Volumes1,128 1,331 919 — 
Weighted-Average Floor Price$63.74 $66.01 $75.00 $— 
Weighted-Average Ceiling Price$75.48 $80.79 $81.47 $— 
Basis Swaps
WTI Midland-NYMEX WTI Volumes2,462 3,613 — — 
Weighted-Average Contract Price$1.15 $0.73 $— $— 
ICE Brent-NYMEX WTI Volumes920 — — — 
Weighted-Average Contract Price$(7.78)$— $— $— 
WTI Houston MEH-NYMEX WTI Volumes374 1,234 — — 
Weighted-Average Contract Price$1.25 $1.52 $— $— 
Roll Differential Swaps
NYMEX WTI Volumes3,248 4,968 — — 
Weighted-Average Contract Price$0.21 $0.62 $— $— 
Gas Derivatives (volumes in BBtu and prices in $ per MMBtu):
Swaps
NYMEX HH Volumes2,806 — — — 
Weighted-Average Contract Price$5.50 $— $— $— 
IF HSC Volumes6,982 — — — 
Weighted-Average Contract Price$2.47 $— $— $— 
IF Waha Volumes3,067 900 — — 
Weighted-Average Contract Price$2.22 $3.98 $— $— 
Collars
NYMEX HH Volumes1,908 24,170 — — 
Weighted-Average Floor Price$3.50 $3.74 $— $— 
Weighted-Average Ceiling Price$4.44 $6.32 $— $— 
IF HSC Volumes— 5,085 — — 
Weighted-Average Floor Price$— $4.10 $— $— 
Weighted-Average Ceiling Price$— $5.63 $— $— 
Contract Period (continued)
Fourth Quarter 2022202320242025
Basis Swaps
IF Waha-NYMEX HH Volumes— 7,247 20,958 20,501 
Weighted-Average Contract Price$— $(1.02)$(0.86)$(0.66)
IF HSC-NYMEX HH Volumes— 9,582 — — 
Weighted-Average Contract Price$— $0.07 $— $— 
NGL Derivatives (volumes in MBbl and prices in $ per Bbl):
Swaps
OPIS Propane Mont Belvieu Non-TET Volumes113 — — — 
Weighted-Average Contract Price$35.91 $— $— $— 
Collars
OPIS Propane Mont Belvieu Non-TET Volumes173 — — — 
Weighted-Average Floor Price$24.11 $— $— $— 
Weighted-Average Ceiling Price$28.13 $— $— $— 
Schedule of fair value of derivatives in accompanying balance sheets [Table Text Block]
The following table details the fair value of commodity derivative contracts recorded in the accompanying balance sheets, by category:
As of September 30, 2022As of December 31, 2021
(in thousands)
Derivative assets:
Current assets$42,207 $24,095 
Noncurrent assets36,048 239 
Total derivative assets$78,255 $24,334 
Derivative liabilities:
Current liabilities$174,717 $319,506 
Noncurrent liabilities14,506 25,696 
Total derivative liabilities$189,223 $345,202 
Schedule of the potential effects of master netting arrangements [Table Text Block]
The following table provides a reconciliation between the gross assets and liabilities reflected on the accompanying balance sheets and the potential effects of master netting arrangements on the fair value of the Company’s commodity derivative contracts:
Derivative Assets as ofDerivative Liabilities as of
September 30,
2022		December 31, 2021September 30,
2022		December 31, 2021
(in thousands)
Gross amounts presented in the accompanying balance sheets$78,255 $24,334 $(189,223)$(345,202)
Amounts not offset in the accompanying balance sheets(56,524)(22,862)56,524 22,862 
Net amounts$21,731 $1,472 $(132,699)$(322,340)
Schedule of the components of the derivative settlement (gain) loss and the net derivative (gain) loss [Table Text Block]
The following table summarizes the commodity components of the derivative settlement loss, and the net derivative (gain) loss line items presented within the accompanying unaudited condensed consolidated statements of cash flows (“accompanying statements of cash flows”) and the accompanying statements of operations, respectively:
For the Three Months Ended September 30,For the Nine Months Ended September 30,
2022202120222021
(in thousands)
Derivative settlement loss:
Oil contracts$120,430 $154,113 $428,811 $344,740 
Gas contracts61,981 35,757 142,369 88,437 
NGL contracts3,888 23,685 23,900 47,085 
Total derivative settlement loss$186,299 $213,555 $595,080 $480,262 
Net derivative (gain) loss:
Oil contracts$(180,300)$68,194 $235,023 $611,224 
Gas contracts47,973 109,802 142,695 220,088 
NGL contracts(5,250)31,150 7,462 92,871 
Total net derivative (gain) loss$(137,577)$209,146 $385,180 $924,183