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Derivative Instruments (Tables)
 12 Months Ended
Dec. 31, 2011
Derivatives, Fair Value [Line Items]  
Schedule Of Outstanding Commodity Derivative Contracts Not Designated As Hedges
    September 30,     September 30,       September 30,       September 30,       September 30,       September 30,       September 30,  

Settlement

Period

      Derivative
Instrument		      Total
Notional
Amount of
Oil (Barrels)		        Average
Sub-Floor
Price		        Average
Floor Price		        Average
Ceiling  Price		        Average
Deferred
Premium		        Fair Value
Asset
(Liability)		  
                                                           (In thousands)  

2012

      Two-Way Collars        1,756,718                    $ 85.49         $ 106.44                    $ (3,116 ) 

2012

      Three-Way Collars        2,906,500         $ 65.36         $ 89.97         $ 108.24                      (2,046 ) 

2012

      Deferred Puts        641,000         $ 72.61         $ 92.61                    $ 6.10           (745 ) 

2013

      Two-Way Collars        807,500                    $ 89.23         $ 111.69                      2,326   

2013

      Three-Way Collars        1,887,000         $ 70.19         $ 90.84         $ 112.60                      (1,612 ) 

2013

      Deferred Puts        93,000         $ 71.67         $ 91.67                    $ 6.33           (33 ) 

2014

      Two-Way Collars        62,000                    $ 90.00         $ 112.78                      289   

2014

      Three-Way Collars        155,000         $ 71.00         $ 91.00         $ 113.04                      (113 ) 
                                                                    

 

 

  
                                                                     $ (5,050 ) 
                                                                    

 

 

  
Schedule Of Location And Fair Value Of Outstanding Commodity Derivative Contracts
    September 30,     September 30,       September 30,  

Fair Value of Derivative Instrument Assets (Liabilities)

  
              Fair Value
December 31,		  

Instrument Type

      Balance Sheet Location      2011      2010  
              (In thousands)  

Crude oil collar

      Derivative instruments —non-current assets      $ 4,362       $ —     

Crude oil collar

      Derivative instruments — current liabilities        (5,907 )       (6,543 ) 

Crude oil collar

      Derivative instruments — non-current liabilities        (3,505 )       (3,943 ) 
             

 

 

     

 

 

  

Total derivative instruments

             $ (5,050 )     $ (10,486 ) 
             

 

 

     

 

 

  
Commodity Derivative Contracts [Member]
  
Derivatives, Fair Value [Line Items]  
Realized And Unrealized Gains And Losses From Commodity Derivative Contracts
    September 30,     September 30,       September 30,       September 30,  
              December 31,  
      

Income Statement Location

      2011      2010      2009  
              (In thousands)  

Change in unrealized gain (loss) on derivative instruments

      Net gain (loss) on derivative instruments      $ 5,436       $ (7,533 )     $ (7,043 ) 

Realized gain (loss) on derivative instruments

      Net gain (loss) on derivative instruments        (3,841 )       (120 )       2,296   
             

 

 

     

 

 

     

 

 

  

Total net gain (loss) on derivative instruments

             $ 1,595       $ (7,653 )     $ (4,747 )