Financial Instruments - Schedule of Contracted Volumes and Weighted Average Prices and will Receive Under the Terms of Derivative Contracts (Details)	6 Months Ended
Jun. 30, 2026 MMBTU $ / bbl $ / MMBTU bbl
Crude Oil \| January 2027 - June 2027 \| Swap
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes \| bbl	4,000
Swap Price	73.75
Crude Oil \| January 2027 - June 2027 \| Collar
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes \| bbl	13,972
Floor Price	62.16
Ceiling Price	76.71
Crude Oil \| July 2026 - December 2026 \| Swap
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes \| bbl	3,842
Swap Price	65.03
Crude Oil \| July 2026 - December 2026 \| Collar
Derivative [Line Items]
Settlement Index	NYMEX WTI CMA
Volumes \| bbl	20,326
Floor Price	60.9
Ceiling Price	72.83
Natural Gas \| January 2027 - March 2027 \| Collar
Derivative [Line Items]
Settlement Index	NYMEX Henry Hub
Volumes \| bbl	35,000
Floor Price	3.51
Ceiling Price	5
Natural Gas \| July 2026 - December 2026 \| Swap
Derivative [Line Items]
Settlement Index	NYMEX Henry Hub
Average Daily Volumes \| MMBTU	28,342
Swap Price \| $ / MMBTU	3.64

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.

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 5
-Subparagraph (e)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-5

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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/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 5A
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-5A

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 505
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 18
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147481112/505-10-50-18

Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 20
-Name Accounting Standards Codification
-Section 25
-Paragraph 6A
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480682/815-20-25-6A

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- Definition

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

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 5
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-5

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/exampleRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 181
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480401/815-10-55-181

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- Definition

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

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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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