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Financial Instruments - Schedule of Contracted Volumes and Weighted Average Prices and will Receive Under the Terms of Derivative Contracts (Details)	3 Months Ended
	Mar. 31, 2024 MMBTU $ / bbl $ / MMBTU bbl
Crude Oil | January 2025 - March 2025 | Collar
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes | bbl	3,000
Floor Price	65
Ceiling Price	84.35
Crude Oil | January 2025 - December 2025 | Swap
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes | bbl	19,679
Swap Price	73.19
Crude Oil | April 2024 - December 2024 | Swap
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes | bbl	28,147
Swap Price	73.47
Crude Oil | April 2024 - December 2024 | Collar
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes | bbl	1,000
Floor Price	70
Ceiling Price	75
Crude Oil | April 2024 - December 2024 | Long Puts
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes | bbl	4,000
Deferred Premium Price	(6.28)
Strike Price	70
Crude Oil | April 2024 - December 2024 | Swaps with Sold Puts
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes | bbl	1,000
Swap Price	72.2
Strike Price	60
Natural Gas | January 2025 - December 2025 | Swap
Derivative [Line Items]
Settlement Index	NYMEX Henry Hub
Average Daily Volumes | MMBTU	38,644
Swap Price | $ / MMBTU	3.6
Natural Gas | April 2024 - December 2024 | Swap
Derivative [Line Items]
Settlement Index	NYMEX Henry Hub
Average Daily Volumes | MMBTU	34,455
Swap Price | $ / MMBTU	2.91
Natural Gas | April 2024 - December 2024 | Collar
Derivative [Line Items]
Settlement Index	NYMEX Henry Hub
Average Daily Volumes | MMBTU	10,000
Floor Price | $ / MMBTU	4
Ceiling Price | $ / MMBTU	6.9
Natural Gas | May 2024 - December 2024 | Long Puts
Derivative [Line Items]
Settlement Index	NYMEX Henry Hub
Average Daily Volumes | MMBTU	13,660
Deferred Premium Price | $ / MMBTU	(0.4)
Strike Price | $ / MMBTU	2.9

X

- Definition

The deferred premium on the price risk option contract such as a put option or a call option.

+ References

No definition available.

+ Details

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- Definition

The cap rate on a price risk derivative such as a cap or collar. A payment or receipt is triggered if the market rate exceeds the cap rate on the contract.

+ References

No definition available.

+ Details

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- Definition

Floor rate on a price risk derivative such as a floor or a collar. A payment or receipt is triggered if the market rate falls below the floor rate on the contract.

+ References

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 40
-Name Accounting Standards Codification
-Section 50
-Paragraph 5
-Subparagraph (f)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480237/815-40-50-5

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- Definition

Nominal energy measure used to calculate payments on a derivative instrument.

+ References

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

+ References

No definition available.

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- Definition

The strike price on the price risk option contract such as a put option or a call option.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 946
-SubTopic 320
-Name Accounting Standards Codification
-Section S99
-Paragraph 5
-Subparagraph (SX 210.12-13(Column A)(Footnote 3))
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 946
-SubTopic 320
-Name Accounting Standards Codification
-Section S99
-Paragraph 5
-Subparagraph (SX 210.12-13(Column E))
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5

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- Definition

Average fixed price related to the group of price risk swap derivatives.

+ References

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- Definition

The underlying refers to the price on the security, commodity, index, or other variable specified by the contract.

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