Commodity Derivative Contracts (Tables)

3 Months Ended

Mar. 31, 2014

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:

Months	Pricing Index	Volume (2)	Contract Prices (1)
			Range (3)				Weighted Average Price
							Swap		Sold Put		Floor		Ceiling
Oil Contracts:
2014 Fixed-Price Swaps
Apr – June	NYMEX	58,000	$	91.67	–	95.95	$	93.53	$	—	$	—	$	—
July – Sept	NYMEX	58,000		90.00	–	93.50	92.52		—		—		—
Oct – Dec	NYMEX	58,000		90.00	–	93.50	92.52		—		—		—
2015 Enhanced Swaps (4)
Jan – Mar	NYMEX	10,000	$	90.00	–	90.30	$	90.08	$	65.30	$	—	$	—
Jan – Mar	LLS	16,000		93.20	–	94.00	93.63		68.00		—		—
Apr – June	NYMEX	4,000		90.00	–	90.00	90.00		66.50		—		—
Apr – June	LLS	16,000		93.20	–	94.00	93.65		68.00		—		—
July – Sept	NYMEX	4,000		90.00	–	90.10	90.05		65.75		—		—
July – Sept	LLS	16,000		93.20	–	94.00	93.65		68.00		—		—
2015 Collars
Jan – Mar	NYMEX	28,000	$	80.00	–	100.90	$	—	$	—	$	80.00	$	96.68
Jan – Mar	LLS	4,000		85.00	–	102.20	—		—		85.00		102.10
Apr – June	NYMEX	34,000		80.00	–	95.25	—		—		80.00		94.66
Apr – June	LLS	4,000		85.00	–	102.50	—		—		85.00		101.75
July – Sept	NYMEX	34,000		80.00	–	95.25	—		—		80.00		95.04
July – Sept	LLS	4,000		85.00	–	100.00	—		—		85.00		99.50
Natural Gas Contracts:
2014 Collars
Apr – Dec	NYMEX	14,000	$	4.00	–	4.47	$	—	$	—	$	4.00	$	4.45
2015 Collars
Jan – Dec	NYMEX	8,000	$	4.00	–	4.53	$	—	$	—	$	4.00	$	4.51