Commodity Derivative Contracts (Tables)

12 Months Ended

Dec. 31, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Commodity derivative contracts not classified as hedging instruments

The following table summarizes our commodity derivative contracts, none of which are classified as hedging instruments:

Year	Months	Type of Contract	Pricing Index	Volume (2)	Contract Prices (1)
					Range				Weighted Average Price
									Swap		Floor		Ceiling
Oil Contracts:
2014	Jan – Mar	Swap	NYMEX	58,000	$	91.67	–	95.95	$	93.53	$	—	$	—
	Apr – June	Swap	NYMEX	58,000		91.67	–	95.95	93.53		—		—
	July – Sept	Swap	NYMEX	58,000		90.00	–	93.50	92.52		—		—
	Oct – Dec	Swap	NYMEX	58,000		90.00	–	93.50	92.52		—		—
2015	Jan – Mar	Collar	NYMEX	38,000	$	80.00	–	100.90	$	—	$	80.00	$	96.96
	Jan – Mar	Collar	LLS	20,000		85.00	–	104.00	—		85.00		101.45
	Apr – June	Collar	NYMEX	38,000		80.00	–	95.25	—		80.00		94.62
	Apr – June	Collar	LLS	20,000		85.00	–	103.00	—		85.00		102.01
	July – Sept	Collar	NYMEX	38,000		80.00	–	95.25	—		80.00		95.04
	July – Sept	Collar	LLS	20,000		85.00	–	102.60	—		85.00		100.69
Natural Gas Contracts:
2014	Jan – Dec	Collar	NYMEX	14,000	$	4.00	–	4.47	$	—	$	4.00	$	4.45

(1) Contract prices are stated in $/Bbl and $/MMBtu for oil and natural gas contracts, respectively.

(2) Contract volumes are stated in Bbl/d and MMBtu/d for oil and natural gas contracts, respectively.