Quarterly report pursuant to Section 13 or 15(d)

Risk Management and Derivative Instruments- Hedging (Details)

v3.10.0.1
Risk Management and Derivative Instruments- Hedging (Details) - Designated as Hedging Instrument - NYMEX
9 Months Ended
Sep. 30, 2018
MMBTU
$ / bbl
$ / MMBTU
bbl
WTI | Swap Contract Quarter Ended September 30, 2018  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 175,720
Swap weighted average strike price 57.23
WTI | Swap Contract Quarter Ended December 31, 2018  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 313,720
Swap weighted average strike price 58.59
WTI | Swap Contract Quarter Ended March 31, 2019  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 171,000
Swap weighted average strike price 66.48
WTI | Swap Contract Quarter Ended June 30, 2019  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 133,900
Swap weighted average strike price 64.86
WTI | Swap Contract Quarter Ended September 30, 2019  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 46,000
Swap weighted average strike price 62.96
WTI | Swap Contract Quarter Ended December 31, 2019  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 46,000
Swap weighted average strike price 61.43
WTI | Three Way Collar Contract Quarter Ended September 30, 2018  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 184,000
Weighted average ceiling price 59.93
Weighted average floor price 50.00
Weighted average sub-floor price 40.00
WTI | Three Way Collar Contract Quarter Ended December 31, 2018  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 46,000
Weighted average ceiling price 56.70
Weighted average floor price 50.00
Weighted average sub-floor price 40.00
WTI | Three Way Collar Contract Quarter Ended March 31, 2019  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 180,000
Weighted average ceiling price 63.14
Weighted average floor price 53.75
Weighted average sub-floor price 43.75
WTI | Three Way Collar Contract Quarter Ended June 30, 2019  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 182,000
Weighted average ceiling price 63.14
Weighted average floor price 53.75
Weighted average sub-floor price 43.75
WTI | Three Way Collar Contract Quarter Ended September 30, 2019  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 184,000
Weighted average ceiling price 63.14
Weighted average floor price 53.75
Weighted average sub-floor price 43.75
WTI | Three Way Collar Contract Quarter Ended December 31, 2019  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 184,000
Weighted average ceiling price 63.14
Weighted average floor price 53.75
Weighted average sub-floor price 43.75
WTI | Three Way Collar Contract Quarter Ended March 31, 2020  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 91,000
Weighted average ceiling price 65.75
Weighted average floor price 50.00
Weighted average sub-floor price 40.00
WTI | Three Way Collar Contract Quarter Ended June 30, 2020  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 91,000
Weighted average ceiling price 65.75
Weighted average floor price 50.00
Weighted average sub-floor price 40.00
WTI | Three Way Collar Contract Quarter Ended September 30, 2020  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 92,000
Weighted average ceiling price 65.75
Weighted average floor price 50.00
Weighted average sub-floor price 40.00
WTI | Three Way Collar Contract Quarter Ended December 31, 2020  
Risk Management and Derivative Instruments  
Hedge position (Bbls) | bbl 92,000
Weighted average ceiling price 65.75
Weighted average floor price 50.00
Weighted average sub-floor price 40.00
HENRY HUB | Swap Contract Quarter Ended September 30, 2018  
Risk Management and Derivative Instruments  
Hedge position (MMBtu) | MMBTU 2,116,000
Swap weighted average strike price | $ / MMBTU 2.84
HENRY HUB | Swap Contract Quarter Ended December 31, 2018  
Risk Management and Derivative Instruments  
Hedge position (MMBtu) | MMBTU 2,055,000
Swap weighted average strike price | $ / MMBTU 2.95
HENRY HUB | Swap Contract Quarter Ended March 31, 2019  
Risk Management and Derivative Instruments  
Hedge position (MMBtu) | MMBTU 1,980,000
Swap weighted average strike price | $ / MMBTU 3.01
HENRY HUB | Three Way Collar Contract Quarter Ended September 30, 2018  
Risk Management and Derivative Instruments  
Hedge position (MMBtu) | MMBTU 1,380,000
Weighted average ceiling price | $ / MMBTU 3.40
Weighted average floor price | $ / MMBTU 3.00
Weighted average sub-floor price | $ / MMBTU 2.50
HENRY HUB | Three Way Collar Contract Quarter Ended December 31, 2018  
Risk Management and Derivative Instruments  
Hedge position (MMBtu) | MMBTU 1,380,000
Weighted average ceiling price | $ / MMBTU 3.40
Weighted average floor price | $ / MMBTU 3.00
Weighted average sub-floor price | $ / MMBTU 2.50
HENRY HUB | Three Way Collar Contract Quarter Ended March 31, 2019  
Risk Management and Derivative Instruments  
Hedge position (MMBtu) | MMBTU 1,350,000
Weighted average ceiling price | $ / MMBTU 3.40
Weighted average floor price | $ / MMBTU 3.00
Weighted average sub-floor price | $ / MMBTU 2.50