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USD ($)

USD ($) / shares

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       Comstock periodically uses swaps, floors and collars to hedge
       oil and natural gas prices and interest rates. Swaps are settled
       monthly based on differences between the prices specified in the
       instruments and the settlement prices of futures contracts.
       Generally, when the applicable settlement price is less than the
       price specified in the contract, Comstock receives a settlement
       from the counterparty based on the difference multiplied by the
       volume or amounts hedged. Similarly, when the applicable
       settlement price exceeds the price specified in the contract,
       Comstock pays the counterparty based on the difference. Comstock
       generally receives a settlement from the counterparty for floors
       when the applicable settlement price is less than the price
       specified in the contract, which is based on the difference
       multiplied by the volumes hedged. For collars, generally
       Comstock receives a settlement from the counterparty when the
       settlement price is below the floor and pays a settlement to the
       counterparty when the settlement price exceeds the cap. No
       settlement occurs when the settlement price falls between the
       floor and cap.
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       In January 2008, Comstock entered into natural gas swaps to fix
       the price at $8.00 per Mmbtu (at the Houston Ship Channel) for
       520,000&amp;#160;Mmbtu&amp;#8217;s per month of production from certain
       properties in South Texas for the period February 2008 through
       December 2009. The Company designated these swaps at their
       inception as cash flow hedges. Realized gains and losses were
       included in oil and natural gas sales in the month of
       production. Changes in the fair value of derivative instruments
       designated as cash flow hedges to the extent they were effective
       in offsetting cash flows attributable to the hedged risk were
       recorded in other comprehensive income until the hedged item was
       recognized in earnings. Changes in fair value resulting from
       ineffectiveness was recognized currently in oil and natural gas
       sales as unrealized gains (losses). The Company realized losses
       of $4.8&amp;#160;million and gains of $26.3&amp;#160;million on the
       natural gas price swaps settled during 2008 and 2009,
       respectively, which are included in oil and gas sales in the
       accompanying consolidated statements of operations. As of
       December&amp;#160;31, 2009 and December&amp;#160;31, 2010, the Company
       had no derivative financial instruments outstanding.
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 -Publisher FASB
 -Name Statement of Financial Accounting Standard (FAS)
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 -Name Statement of Financial Accounting Standard (FAS)
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