DERIVATIVE AND HEDGING ACTIVITIES - Open contracts (Details) $ in Thousands	6 Months Ended
Jun. 30, 2017 USD ($) MMBTU $ / bbl bbl	Dec. 31, 2016 USD ($) MMBTU $ / MMBTU $ / bbl bbl
Derivative Assets
Gross Amounts Presented in the Consolidated Balance Sheet \| $	$ 31,866	$ 5,923
Amounts Not Offset in the Consolidated Balance Sheet \| $	(669)	(5,283)
Net Amount \| $	31,197	640
Derivative Liabilities
Gross Amounts Presented in the Consolidated Balance Sheet \| $	(643)	(16,920)
Amounts Not Offset in the Consolidated Balance Sheet \| $	642	5,075
Net Amount \| $	$ (1)	$ (11,845)
January 2017 - December 2017 \| Collars \| Commodity contracts \| Crude oil
Derivative and hedging activities
Volume in Bbl's \| bbl		6,843,750
January 2017 - December 2017 \| Collars \| Commodity contracts \| Crude oil \| Minimum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)		47.00
Ceilings (in dollars per Mmbtu's/Bbl's)		52.00
January 2017 - December 2017 \| Collars \| Commodity contracts \| Crude oil \| Maximum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's) \| $ / MMBTU		60.00
Ceilings (in dollars per Mmbtu's/Bbl's)		76.84
January 2017 - December 2017 \| Collars \| Commodity contracts \| Crude oil \| Weighted Average
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)		51.39
Ceilings (in dollars per Mmbtu's/Bbl's)		58.75
January 2017 - December 2017 \| Collars \| Commodity contracts \| Natural gas
Derivative and hedging activities
Volume in Mmbtu's \| MMBTU		3,650,000
Floors (in dollars per Mmbtu's/Bbl's)		3.26
Ceilings (in dollars per Mmbtu's/Bbl's)		3.76
January 2017 - December 2017 \| Collars \| Commodity contracts \| Natural gas \| Minimum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)		3.15
Ceilings (in dollars per Mmbtu's/Bbl's)		3.50
January 2017 - December 2017 \| Collars \| Commodity contracts \| Natural gas \| Weighted Average
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's) \| $ / MMBTU		3.20
Ceilings (in dollars per Mmbtu's/Bbl's) \| $ / MMBTU		3.63
January 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Crude oil
Derivative and hedging activities
Volume in Bbl's \| bbl	2,555,000
January 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Crude oil \| Minimum
Derivative and hedging activities
Basis Differential	(1.05)
January 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Crude oil \| Maximum
Derivative and hedging activities
Basis Differential	(1.50)
January 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Crude oil \| Weighted Average
Derivative and hedging activities
Basis Differential	(1.29)
January 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Natural gas
Derivative and hedging activities
Volume in Mmbtu's \| MMBTU	1,825,000
January 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Natural gas \| Minimum
Derivative and hedging activities
Basis Differential	(0.40)
January 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Natural gas \| Maximum
Derivative and hedging activities
Basis Differential	(0.41)
January 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Natural gas \| Weighted Average
Derivative and hedging activities
Basis Differential	(0.40)
January 2018 - December 2018 \| Collars \| Commodity contracts \| Crude oil
Derivative and hedging activities
Volume in Bbl's \| bbl	2,190,000	730,000
Floors (in dollars per Mmbtu's/Bbl's)	53.00
Ceilings (in dollars per Mmbtu's/Bbl's)	60.00	58.00
January 2018 - December 2018 \| Collars \| Commodity contracts \| Crude oil \| Minimum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	45.00
Ceilings (in dollars per Mmbtu's/Bbl's)	55.25
January 2018 - December 2018 \| Collars \| Commodity contracts \| Crude oil \| Maximum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)		53.00
January 2018 - December 2018 \| Collars \| Commodity contracts \| Crude oil \| Weighted Average
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	50.17	53.00
Ceilings (in dollars per Mmbtu's/Bbl's)	58.54	58.00
January 2018 - December 2018 \| Collars \| Commodity contracts \| Natural gas
Derivative and hedging activities
Volume in Mmbtu's \| MMBTU	3,650,000
Floors (in dollars per Mmbtu's/Bbl's)	3.03
Ceilings (in dollars per Mmbtu's/Bbl's)	3.39
January 2018 - December 2018 \| Collars \| Commodity contracts \| Natural gas \| Minimum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	3.00
Ceilings (in dollars per Mmbtu's/Bbl's)	3.22
January 2018 - December 2018 \| Collars \| Commodity contracts \| Natural gas \| Weighted Average
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	3.01
Ceilings (in dollars per Mmbtu's/Bbl's)	3.32
July 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Crude oil
Derivative and hedging activities
Volume in Bbl's \| bbl	828,000
July 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Crude oil \| Minimum
Derivative and hedging activities
Basis Differential	(1.12)
July 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Crude oil \| Maximum
Derivative and hedging activities
Basis Differential	(1.18)
July 2018 - December 2018 \| Basis Swap \| Commodity contracts \| Crude oil \| Weighted Average
Derivative and hedging activities
Basis Differential	(1.15)
January 2019 - December 2019 \| Basis Swap \| Commodity contracts \| Crude oil
Derivative and hedging activities
Volume in Bbl's \| bbl	2,372,500
January 2019 - December 2019 \| Basis Swap \| Commodity contracts \| Crude oil \| Minimum
Derivative and hedging activities
Basis Differential	(1.12)
January 2019 - December 2019 \| Basis Swap \| Commodity contracts \| Crude oil \| Maximum
Derivative and hedging activities
Basis Differential	(1.33)
January 2019 - December 2019 \| Basis Swap \| Commodity contracts \| Crude oil \| Weighted Average
Derivative and hedging activities
Basis Differential	(1.20)
July 2017- December 2017 \| Basis Swap \| Commodity contracts \| Natural gas
Derivative and hedging activities
Volume in Mmbtu's \| MMBTU	920,000
July 2017- December 2017 \| Basis Swap \| Commodity contracts \| Natural gas \| Minimum
Derivative and hedging activities
Basis Differential	(0.40)
July 2017- December 2017 \| Basis Swap \| Commodity contracts \| Natural gas \| Maximum
Derivative and hedging activities
Basis Differential	(0.41)
July 2017- December 2017 \| Basis Swap \| Commodity contracts \| Natural gas \| Weighted Average
Derivative and hedging activities
Basis Differential	(0.40)
July 2017- December 2017 \| Collars \| Commodity contracts \| Crude oil
Derivative and hedging activities
Volume in Bbl's \| bbl	3,910,000
Floors (in dollars per Mmbtu's/Bbl's)	60.00
Ceilings (in dollars per Mmbtu's/Bbl's)	76.84
July 2017- December 2017 \| Collars \| Commodity contracts \| Crude oil \| Minimum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	47.00
Ceilings (in dollars per Mmbtu's/Bbl's)	52.00
July 2017- December 2017 \| Collars \| Commodity contracts \| Crude oil \| Weighted Average
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	51.30
Ceilings (in dollars per Mmbtu's/Bbl's)	58.40
July 2017- December 2017 \| Collars \| Commodity contracts \| Natural gas
Derivative and hedging activities
Volume in Mmbtu's \| MMBTU	3,680,000
July 2017- December 2017 \| Collars \| Commodity contracts \| Natural gas \| Minimum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	3.00
Ceilings (in dollars per Mmbtu's/Bbl's)	3.38
July 2017- December 2017 \| Collars \| Commodity contracts \| Natural gas \| Maximum
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	3.26
Ceilings (in dollars per Mmbtu's/Bbl's)	3.76
July 2017- December 2017 \| Collars \| Commodity contracts \| Natural gas \| Weighted Average
Derivative and hedging activities
Floors (in dollars per Mmbtu's/Bbl's)	3.13
Ceilings (in dollars per Mmbtu's/Bbl's)	3.53

The basis differential on a price risk derivatives such as a cap or collar.

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Fair value of a financial asset or other contract under master netting arrangements that have not been offset against derivative assets.

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Fair value of a financial liability or contract under master netting arrangements that have not been offset against derivative liabilities.

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

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Nominal volume used to calculate payments on a derivative instrument.

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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.

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, after effects of master netting arrangements, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against an obligation to return collateral. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Fair value, after effects of master netting arrangements, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against the right to receive collateral. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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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.

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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.

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