Denbury (DNRWW) 10-Q 7 Nov 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2014	Oct. 31, 2014
Document And Company Information [Abstract]	'	'
Document Type	'10-Q	'
Document Period End Date	30-Sep-14	'
Amendment Flag	'false	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q3	'
Current Fiscal Year End Date	'--12-31	'
Entity Central Index Key	'0000945764	'
Entity Current Reporting Status	'Yes	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Registrant Name	'Denbury Resources Inc.	'
Entity Common Stock, Shares Outstanding	'	352,562,628

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (Unaudited) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Current assets	'	'
Cash and cash equivalents	$19,436	$12,187
Accrued production receivable	261,482	262,047
Trade and other receivables, net	85,386	78,295
Derivative assets	29,862	5
Deferred tax assets	6,127	52,754
Other current assets	14,193	9,271
Total current assets	416,486	414,559
Oil and natural gas properties (using full cost accounting)	'	'
Proved properties	9,575,271	8,945,326
Unevaluated properties	856,184	780,481
CO2 properties	1,148,626	1,117,167
Pipelines and plants	2,241,644	2,209,560
Other property and equipment	468,846	466,969
Less accumulated depletion, depreciation, amortization and impairment	-4,093,889	-3,668,225
Net property and equipment	10,196,682	9,851,278
Derivative assets	26,464	9,942
Goodwill	1,283,590	1,283,590
Other assets	216,831	229,368
Total assets	12,140,053	11,788,737
Current liabilities	'	'
Accounts payable and accrued liabilities	366,153	410,543
Oil and gas production payable	157,452	174,677
Derivative liabilities	534	53,822
Current maturities of long-term debt	34,712	36,157
Total current liabilities	558,851	675,199
Long-term liabilities	'	'
Long-term debt, net of current portion	3,560,214	3,260,625
Asset retirement obligations	122,584	119,888
Derivative liabilities	0	3,413
Deferred tax liabilities	2,521,670	2,399,294
Other liabilities	26,965	28,912
Total long-term liabilities	6,231,433	5,812,132
Commitments and contingencies (Note 7)	'	'
Stockholders' equity	'	'
Preferred stock, $.001 par value, 25,000,000 shares authorized, none issued and outstanding	0	0
Common stock, $.001 par value, 600,000,000 shares authorized; 411,367,190 and 409,215,573 issued, respectively	411	409
Paid-in capital in excess of par	3,225,323	3,186,714
Retained earnings	3,050,743	2,844,432
Accumulated other comprehensive loss	-226	-276
Treasury stock, at cost, 58,842,321 and 46,710,896 shares, respectively	-926,482	-729,873
Total stockholders' equity	5,349,769	5,301,406
Total liabilities and stockholders' equity	$12,140,053	$11,788,737

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Stockholders' equity	'	'
Preferred stock, par value	$0.00	$0.00
Preferred stock, shares authorized (actual number)	25,000,000	25,000,000
Preferred stock, shares issued (actual number)	0	0
Preferred stock, shares outstanding (actual number)	0	0
Common stock, par value	$0.00	$0.00
Common stock, shares authorized (actual number)	600,000,000	600,000,000
Common stock, shares issued (actual number)	411,367,190	409,215,573
Treasury stock, shares (actual number)	58,842,321	46,710,896

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Operations (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Revenues and other income	'	'	'	'
Oil, natural gas, and related product sales	$622,005	$666,803	$1,902,880	$1,878,644
CO2 and helium sales and transportation fees	11,378	6,739	33,961	19,859
Interest income and other income	4,274	11,293	14,680	19,502
Total revenues and other income	637,657	684,835	1,951,521	1,918,005
Expenses	'	'	'	'
Lease operating expenses	155,198	180,967	488,827	542,067
Marketing and plant operating expenses	15,328	13,131	50,263	36,259
CO2 and helium discovery and operating expenses	11,434	4,120	22,229	11,261
Taxes other than income	39,966	49,267	136,761	132,218
General and administrative expenses	40,366	35,969	123,011	111,240
Interest, net of amounts capitalized of $5,862, $19,768, $17,413, and $64,752, respectively	44,752	34,501	140,136	101,137
Depletion, depreciation, and amortization	146,560	125,595	435,854	365,400
Commodity derivative expense (income)	-252,265	80,446	-825	46,874
Loss on early extinguishment of debt	0	0	113,908	44,651
Other expenses	0	1,474	0	14,292
Total expenses	201,339	525,470	1,510,164	1,405,399
Income before income taxes	436,318	159,365	441,357	512,606
Income tax provision	167,570	57,311	169,499	193,001
Net income	$268,748	$102,054	$271,858	$319,605
Net income per common share	'	'	'	'
Basic	$0.77	$0.28	$0.78	$0.87
Diluted	$0.77	$0.28	$0.77	$0.86
Dividends per common share	$0.06	$0	$0.19	$0
Weighted average common shares outstanding	'	'	'	'
Basic	348,454	366,088	348,993	368,101
Diluted	350,918	369,142	351,347	371,316

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Operations (Unaudited) (Parenthetical) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Expenses	'	'	'	'
Capitalized interest	$5,862	$19,768	$17,413	$64,752

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Comprehensive Operations (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income	$268,748	$102,054	$271,858	$319,605
Other comprehensive income, net of income tax:	'	'	'	'
Interest rate lock derivative contracts reclassified to income, net of tax of $11, $11, $35 and $30, respectively	18	17	50	54
Total other comprehensive income	18	17	50	54
Comprehensive income	$268,766	$102,071	$271,908	$319,659

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Comprehensive Operations (Unaudited) (Parenthetical) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Other comprehensive income, net of income tax:	'	'	'	'
Tax for interest rate lock derivative contracts reclassified to income	$11	$11	$35	$30

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements of Cash Flows (Unaudited) (USD $)	9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Cash flow from operating activities	'	'
Net income	$271,858	$319,605
Adjustments to reconcile net income to cash flow from operating activities	'	'
Depletion, depreciation, and amortization	435,854	365,400
Deferred income taxes	168,967	169,634
Stock-based compensation	26,104	23,774
Commodity derivative expense (income)	-825	46,874
Settlements of commodity derivatives	-102,255	-662
Loss on early extinguishment of debt	113,908	44,651
Amortization of debt issuance costs and discounts	10,433	10,581
Other, net	-5,037	-3,486
Changes in assets and liabilities, net of effects from acquisitions	'	'
Accrued production receivable	565	-34,910
Trade and other receivables	-6,885	-756
Other current and long-term assets	-370	-1,199
Accounts payable and accrued liabilities	-7,195	52,672
Oil and natural gas production payable	-17,225	31,111
Other liabilities	-2,800	-11,080
Net cash provided by operating activities	885,097	1,012,209
Cash flow from investing activities	'	'
Oil and natural gas capital expenditures	-699,012	-688,270
CO2 capital expenditures	-38,272	-72,929
Pipelines and plants capital expenditures	-47,521	-136,654
Purchases of other assets	-6,253	-29,680
Net proceeds from sales of oil and natural gas properties and equipment	3,011	6,312
Other	-876	-30,482
Net cash used in investing activities	-788,923	-951,703
Cash flows from financing activities	'	'
Bank repayments	-1,827,000	-1,170,000
Bank borrowings	1,897,000	780,000
Repayment of senior subordinated notes	-997,345	-651,270
Premium paid on repayment of senior subordinated notes	-101,342	-36,475
Proceeds from issuance of senior subordinated notes	1,250,000	1,200,000
Costs of debt financing	-17,551	-20,026
Common stock repurchase program	-211,356	-215,197
Dividends paid	-65,241	0
Other	-16,090	-19,501
Net cash used in financing activities	-88,925	-132,469
Net increase (decrease) in cash and cash equivalents	7,249	-71,963
Cash and cash equivalents at beginning of period	12,187	98,511
Cash and cash equivalents at end of period	$19,436	$26,548

Basis_of_Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Basis of Presentation and Significant Accounting Policies	'
	Note 1. Basis of Presentation
	Organization and Nature of Operations
	Denbury Resources Inc., a Delaware corporation, is a growing, dividend-paying, domestic oil and natural gas company. Our primary focus is on enhanced oil recovery utilizing CO2, and our operations are focused in two key operating areas: the Gulf Coast and Rocky Mountain regions.  Our goal is to increase the value of our acquired properties through a combination of exploitation, drilling and proven engineering extraction practices, with the most significant emphasis relating to tertiary recovery operations.
	Interim Financial Statements
	The accompanying unaudited condensed consolidated financial statements of Denbury Resources Inc. and its subsidiaries have been prepared in accordance with the rules and regulations of the Securities and Exchange Commission ("SEC") and do not include all of the information and footnotes required by accounting principles generally accepted in the United States for complete financial statements.  These financial statements and the notes thereto should be read in conjunction with our Annual Report on Form 10-K for the year ended December 31, 2013 (the "Form 10-K").  Unless indicated otherwise or the context requires, the terms "we," "our," "us," "Company," or "Denbury," refer to Denbury Resources Inc. and its subsidiaries.
	Accounting measurements at interim dates inherently involve greater reliance on estimates than at year end, and the results of operations for the interim periods shown in this report are not necessarily indicative of results to be expected for the year.  In management's opinion, the accompanying unaudited condensed consolidated financial statements include all adjustments of a normal recurring nature necessary for a fair statement of our consolidated financial position as of September 30, 2014, our consolidated results of operations for the three and nine months ended September 30, 2014 and 2013, and our consolidated cash flows for the nine months ended September 30, 2014 and 2013.
	Reclassifications
	Certain prior period amounts have been reclassified to conform to the current year presentation. Such reclassifications had no impact on our reported net income, current assets, total assets, current liabilities, total liabilities or stockholders' equity.
	Net Income per Common Share
	Basic net income per common share is computed by dividing the net income attributable to common stockholders by the weighted average number of shares of common stock outstanding during the period.  Diluted net income per common share is calculated in the same manner, but includes the impact of potentially dilutive securities.  Potentially dilutive securities consist of stock options, stock appreciation rights ("SARs"), nonvested restricted stock and nonvested performance equity awards.  For the three and nine months ended September 30, 2014 and 2013, there were no adjustments to net income for purposes of calculating basic or diluted net income per common share.
	The following is a reconciliation of the weighted average shares used in the basic and diluted net income per common share calculations for the periods indicated:
		Three Months Ended		Nine Months Ended
		September 30,		September 30,
	In thousands	2014	2013	2014	2013
	Basic weighted average common shares outstanding	348,454	366,088	348,993	368,101
	Potentially dilutive securities:
	Restricted stock, stock options, SARs and performance-based equity awards	2,464	3,054	2,354	3,215
	Diluted weighted average common shares outstanding	350,918	369,142	351,347	371,316
	Basic weighted average common shares exclude shares of nonvested restricted stock. As these restricted shares vest, they will be included in the shares outstanding used to calculate basic net income per common share (although all restricted stock is issued and outstanding upon grant).  For purposes of calculating diluted weighted average common shares, the nonvested restricted stock, stock options, and SARs are included in the computation using the treasury stock method, with the deemed proceeds equal to the average unrecognized compensation during the period, the purchase price that the grantee will pay in the future for stock options, and any estimated future tax consequences recognized directly in equity. Stock options and SARs of 3.8 million and 4.0 million shares for the three and nine months ended September 30, 2014, respectively, and 3.6 million shares for the three and nine months ended September 30, 2013, could potentially dilute earnings per share in the future, but were excluded from the computation of diluted net income per share as their effect would have been antidilutive.
	Recent Accounting Pronouncements
	Revenue Recognition. In May 2014, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2014-09, Revenue from Contracts with Customers ("ASU 2014-09"). ASU 2014-09 amends the guidance for revenue recognition to replace numerous, industry-specific requirements. The core principle of the ASU is that an entity should recognize revenue for the transfer of goods or services equal to the amount that it expects to be entitled to receive for those goods or services. The ASU implements a five-step process for customer contract revenue recognition that focuses on transfer of control, as opposed to transfer of risk and rewards. The amendment also requires enhanced disclosures regarding the nature, amount, timing and uncertainty of revenues and cash flows arising from contracts with customers. The amendments in this ASU are effective for reporting periods beginning after December 15, 2016, and early adoption is prohibited. Entities can transition to the standard either retrospectively to each period presented or as a cumulative-effect adjustment as of the date of adoption. Management is currently assessing the impact the adoption of ASU 2014-09 will have on our consolidated financial statements.
	Discontinued Operations. In April 2014, the FASB issued ASU 2014-08, Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity ("ASU 2014-08"). ASU 2014-08 amends the definition of a discontinued operation under the Discontinued Operations subtopic of the Financial Accounting Standards Board Codification ("FASC") and requires entities to disclose additional information about discontinued operations and disposal transactions that do not meet the discontinued operations criteria. ASU 2014-08 will be applied prospectively for disposals of components of an entity and businesses or nonprofit activities that meet the criteria to be classified as held for sale and occur within annual periods beginning on or after December 15, 2014, and interim periods within those years. The adoption of ASU 2014-08 is currently not expected to have a material effect on our consolidated financial statements.

Acquisitions_and_Divestitures

Acquisitions and Divestitures	9 Months Ended
	Sep. 30, 2014
Business Combinations [Abstract]	'
Acquisition of Cedar Creek Anticline	'
	Note 2. Acquisition of Cedar Creek Anticline Properties in 2013
	On March 27, 2013, we acquired producing assets in the Cedar Creek Anticline ("CCA") of Montana and North Dakota from a wholly-owned subsidiary of ConocoPhillips Company for $1.0 billion after final closing adjustments. This acquisition was not reflected as an Investing Activity on our Unaudited Condensed Consolidated Statement of Cash Flows for the nine months ended September 30, 2013 due to the movement of the cash used to acquire these assets through a qualified intermediary to facilitate a like-kind-exchange treatment under federal income tax rules. This acquisition meets the definition of a business under the FASC Business Combinations topic. The fair values assigned to assets acquired and liabilities assumed in this acquisition have been finalized and no adjustments have been made to fair value amounts previously disclosed in our Form 10-K for the period ended December 31, 2013.
	For the three months ended September 30, 2013 and for the period from March 27, 2013 to September 30, 2013, we recognized $97.1 million and $189.8 million of oil, natural gas, and related product sales, respectively, from the property interests acquired in the CCA acquisition. For the three months ended September 30, 2013 and for the period from March 27, 2013 to September 30, 2013, we recognized $70.9 million and $138.8 million of net field operating income (defined as oil, natural gas and related product sales less lease operating expenses, production and ad valorem taxes, and marketing expenses), respectively, related to the CCA acquisition.
	Unaudited Pro Forma Acquisition Information. The following pro forma total revenues and other income and pro forma net income are presented as if the CCA acquisition had occurred on January 1, 2013:
		Nine Months Ended
	In thousands, except per share data	September 30, 2013
	Pro forma total revenues and other income	$	2,000,179
	Pro forma net income	349,809
	Pro forma net income per common share
	Basic	$	0.95
	Diluted	0.94

LongTerm_Debt

Long-Term Debt	9 Months Ended
	Sep. 30, 2014
Debt Disclosure [Abstract]	'
Long-Term Debt	'
	Note 3. Long-Term Debt
	The following long-term debt and capital lease obligations were outstanding as of the dates indicated:
		September 30,			December 31,
	In thousands	2014			2013
	Bank Credit Agreement	$	410,000		$	340,000
	8¼% Senior Subordinated Notes due 2020	—			996,273
	6⅜% Senior Subordinated Notes due 2021	400,000			400,000
	5½% Senior Subordinated Notes due 2022	1,250,000			—
	4⅝% Senior Subordinated Notes due 2023	1,200,000			1,200,000
	Other Subordinated Notes, including premium of $13 and $16, respectively	2,747			3,823
	Pipeline financings	222,585			228,167
	Capital lease obligations	109,594			128,519
	Total	3,594,926			3,296,782
	Less: current obligations	(34,712		)	(36,157		)
	Long-term debt and capital lease obligations	$	3,560,214		$	3,260,625
	The ultimate parent company in our corporate structure, Denbury Resources Inc. ("DRI"), is the sole issuer of all of our outstanding senior subordinated notes. DRI has no independent assets or operations. Each of the subsidiary guarantors of such notes is 100% owned, directly or indirectly, by DRI; any subsidiaries of DRI other than the subsidiary guarantors are minor subsidiaries, and the guarantees of the notes are full and unconditional and joint and several.
	$1.6 Billion Revolving Credit Agreement
	In March 2010, we entered into a $1.6 billion revolving credit agreement with JPMorgan Chase Bank, N.A., as administrative agent, and other lenders party thereto (as amended, the "Bank Credit Agreement").  Availability under the Bank Credit Agreement is subject to a borrowing base, which is redetermined semiannually on or around May 1 and November 1 of each year, and additionally upon requested special redeterminations.  The borrowing base is adjusted at the lenders' discretion and is based in part upon external factors over which we have no control (including approval by the lenders party to the Bank Credit Agreement).  If our outstanding credit under the Bank Credit Agreement exceeds the then effective borrowing base, we would be required to repay the excess amount over a period not to exceed four months. On April 15, 2014, we entered into the Twelfth Amendment to the Bank Credit Agreement to, among other modifications, increase the limit on the amount of Additional Permitted Subordinate Debt (as defined in the Bank Credit Agreement) that we may incur, as part of the April 2014 issuance of our $1.25 billion of 5½% Senior Subordinated Notes due 2022 (the "5½% Notes") (see 2014 Issuance of 5½% Senior Subordinated Notes due 2022 below) and the refinancing of our $996.3 million of 8¼% Senior Subordinated Notes due 2020 (the "8¼% Notes"). Our borrowing base was reaffirmed at $1.6 billion in connection with our last semiannual review completed in May 2014 pursuant to the terms of the Bank Credit Agreement. Our next semiannual review is currently in process, through which we do not anticipate any reduction in our current borrowing base.  The weighted average interest rate on borrowings outstanding as of September 30, 2014 under the Bank Credit Agreement was 1.9%.  We incur a commitment fee of either 0.375% or 0.5%, based on the ratio of outstanding credit to the borrowing base, on the unused availability under the Bank Credit Agreement. Loans under the Bank Credit Agreement mature in May 2016.
	2014 Issuance of 5½% Senior Subordinated Notes due 2022
	On April 30, 2014, we issued $1.25 billion of 5½% Notes. The 5½% Notes, which bear interest at a rate of 5.5% per annum, were sold at 100% of the principal amount. The net proceeds, after issuance costs, of $1.23 billion were used to repurchase or redeem our outstanding 8¼% Notes, which were issued in 2010 (see 2014 Repurchase and Redemption of 8¼% Notes below), and to pay down a portion of outstanding borrowings under our Bank Credit Agreement.
	The 5½% Notes mature on May 1, 2022, and interest is payable on May 1 and November 1 of each year, commencing November 1, 2014. We may redeem the 5½% Notes in whole or in part at our option beginning May 1, 2017, at the following redemption prices: 104.125% on or after May 1, 2017; 102.75% on or after May 1, 2018; 101.375% on or after May 1, 2019; and 100% on or after May 1, 2020. Prior to May 1, 2017, we may at our option redeem up to an aggregate of 35% of the principal amount of the 5½% Notes at a price of 105.5% with the proceeds of certain equity offerings. In addition, at any time prior to May 1, 2017, we may redeem 100% of the principal amount of the 5½% Notes at a price equal to 100% of the principal amounts plus a "make whole" premium and accrued and unpaid interest. The indenture is generally consistent with the indenture for our 4⅝% Senior Subordinated Notes due 2023 (the "4⅝% Notes") and contains certain restrictions on our ability and the ability of our restricted subsidiaries to (1) incur additional debt; (2) make investments; (3) create liens on our assets or the assets of our restricted subsidiaries; (4) create restrictions on the ability of our restricted subsidiaries to pay dividends or make other payments to the Company or other restricted subsidiaries; (5) engage in transactions with our affiliates; (6) transfer or sell assets or subsidiary stock; (7) consolidate, merge or transfer all or substantially all of our assets and the assets of our restricted subsidiaries; and (8) make restricted payments (which includes paying dividends on our common stock or redeeming, repurchasing or retiring such stock or subordinated debt) unless certain leverage ratios are met.
	2014 Repurchase and Redemption of 8¼% Notes
	On April 30, 2014, we completed a cash tender offer for our 8¼% Notes and purchased a total of $815.2 million principal amount of these notes. We received sufficient consents in the solicitation to amend the indenture governing the 8¼% Notes by entering into a supplemental indenture, which eliminated most of the restrictive covenants and certain events of default. The purchase under this tender offer was funded by a portion of the proceeds from the sale of our 5½% Notes. On April 30, 2014, we issued a notice of redemption and fully funded the redemption of all of the remaining outstanding 8¼% Notes ($181.1 million principal amount) at an amount equal to 100% of their principal amount plus the required make-whole premium and accrued interest up to but excluding the May 30, 2014 redemption date, resulting in a satisfaction and discharge of the indenture for the 8¼% Notes.
	We recognized a $113.9 million loss associated with the debt repurchases during the second quarter of 2014, which loss consists of both premium payments made to repurchase or redeem the 8¼% Notes and the elimination of unamortized debt issuance costs related to these notes. The loss is included in our Unaudited Condensed Consolidated Statement of Operations under the caption "Loss on early extinguishment of debt," and premium payments made to repurchase the notes are classified as a financing cash outflow on our Unaudited Condensed Consolidated Statements of Cash Flows under the caption "Premium paid on repayment of senior subordinated notes."
	2013 Issuance of 4⅝% Senior Subordinated Notes due 2023
	In February 2013, we issued $1.2 billion of 4⅝% Notes. The 4⅝% Notes, which bear interest at a rate of 4.625% per annum, were sold at 100% of the principal amount. The net proceeds, after issuance costs, of $1.18 billion were used to repurchase or redeem our 9½% Senior Subordinated Notes due 2016 (the "9½% Notes") and our 9¾% Senior Subordinated Notes due 2016 (the "9¾% Notes") (see 2013 Repurchase and Redemption of 9½% Notes and 9¾% Notes below) and to pay down a portion of outstanding borrowings under our Bank Credit Agreement.
	2013 Repurchase and Redemption of 9½% Notes and 9¾% Notes
	Pursuant to cash tender offers, we repurchased $426.4 million principal amount of our 9¾% Notes and $186.7 million principal amount of our 9½% Notes during the first quarter of 2013, and repurchased the remaining $38.2 million principal amount of our 9½% Notes during the second quarter of 2013. We recognized a loss associated with the debt repurchases of $44.7 million during the nine months ended September 30, 2013, consisting of both premium payments made to repurchase or redeem the 9½% Notes and 9¾% Notes and the elimination of unamortized debt issuance costs, discounts and premiums related to these notes. The loss is included in our Unaudited Condensed Consolidated Statement of Operations under the caption "Loss on early extinguishment of debt," and premium payments made to repurchase the notes are classified as a financing cash outflow on our Unaudited Condensed Consolidated Statements of Cash Flows under the caption "Premium paid on repayment of senior subordinated notes."

Stockholders_Equity

Stockholders Equity	9 Months Ended
	Sep. 30, 2014
Stockholders' Equity Note [Abstract]	'
Stockholders' Equity	'
	Note 4. Stockholders' Equity
	Dividends
	In each of the first three quarters of 2014, we paid a quarterly cash dividend to our common stockholders of $0.0625 per common share, with aggregate dividends of $65.2 million, or $0.1875 per common share, paid during the nine months ended September 30, 2014. See Note 8, Subsequent Event, for details regarding the dividend declared and to be paid in the fourth quarter of 2014.
	Stock Repurchase Program
	Under our board-authorized share repurchase program, we repurchased 12.4 million shares of Denbury common stock for $200.4 million during the first quarter of 2014. Since commencement of the share repurchase program in October 2011 through September 30, 2014, we have repurchased a total of 60.0 million shares of Denbury common stock for $940.0 million, or $15.68 per share. As of September 30, 2014, we were authorized to repurchase an additional $221.9 million of common stock under this repurchase program.

Commodity_Derivative_Contracts

Commodity Derivative Contracts	9 Months Ended
	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Commodity Derivative Contracts	'
	Note 5. Commodity Derivative Contracts
	We do not apply hedge accounting treatment to our oil and natural gas derivative contracts; therefore, the changes in the fair values of these instruments are recognized in income in the period of change.  These fair value changes, along with the cash settlements of expired contracts, are shown under "Commodity derivatives expense (income)" in our Unaudited Condensed Consolidated Statements of Operations.
	From time to time, we enter into various oil and natural gas derivative contracts to provide an economic hedge of our exposure to commodity price risk associated with anticipated future oil and natural gas production. We do not hold or issue derivative financial instruments for trading purposes. These contracts have consisted of price floors, collars, three-way collars, fixed-price swaps and fixed-price swaps enhanced with a sold put. The production that we hedge has varied from year to year depending on our levels of debt and financial strength and expectation of future commodity prices. We currently employ a strategy to hedge a portion of our forecasted production approximately 18 months to two years in the future from the current quarter, at prices supporting our long-range plan, as we believe it is important to protect our future cash flow to provide a level of assurance for our capital spending and dividends in those future periods in light of current worldwide economic uncertainties and commodity price volatility.
	We manage and control market and counterparty credit risk through established internal control procedures that are reviewed on an ongoing basis.  We attempt to minimize credit risk exposure to counterparties through formal credit policies, monitoring procedures, and diversification, and all of our commodity derivative contracts are with parties that are lenders under our Bank Credit Agreement. As of September 30, 2014, all of our outstanding derivative contracts were subject to enforceable master netting arrangements whereby payables on those contracts can be offset against receivables from separate derivative contracts with the same counterparty. It is our policy to classify derivative assets and liabilities on a gross basis on our balance sheets, even if the contracts are subject to enforceable master netting arrangements.
	The following table summarizes our commodity derivative contracts as of September 30, 2014, none of which are classified as hedging instruments in accordance with the FASC Derivatives and Hedging topic:
	Months		Index Price	Volume (2)	Contract Prices (1)
					Range (3)				Weighted Average Price
									Swap		Sold Put		Floor		Ceiling
	Oil Contracts:
	2014 Fixed-Price Swaps
	Oct – Dec		NYMEX	58,000	$	90	–	93.5	$	92.52	$	—	$	—	$	—
	2015 Enhanced Swaps (4)
	Jan – Mar		NYMEX	14,000	$	90	–	90.3	$	90.06	$	65.21	$	—	$	—
	Jan – Mar		LLS	16,000		93.2	–	94	93.63		68		—		—
	Apr – June		NYMEX	8,000		90	–	90	90		65.75		—		—
	Apr – June		LLS	16,000		93.2	–	94	93.65		68		—		—
	July – Sept		NYMEX	10,000		90	–	90.1	90.02		65.3		—		—
	July – Sept		LLS	16,000		93.2	–	94	93.65		68		—		—
	Oct – Dec		NYMEX	12,000		91.15	–	94	92.42		68		—		—
	Oct – Dec		LLS	8,000		93.8	–	96.5	94.94		68		—		—
	2015 Collars
	Jan – Mar		NYMEX	24,000	$	80	–	100.9	$	—	$	—	$	80	$	96.75
	Jan – Mar		LLS	4,000		85	–	102.2	—		—		85		102.1
	Apr – June		NYMEX	30,000		80	–	95.25	—		—		80		94.72
	Apr – June		LLS	4,000		85	–	102.5	—		—		85		101.75
	July – Sept		NYMEX	28,000		80	–	95.25	—		—		80		95.05
	July – Sept		LLS	4,000		85	–	100	—		—		85		99.5
	2015 Three-Way Collars (5)
	Oct – Dec		NYMEX	10,000	$	85	–	102	$	—	$	68	$	85	$	99
	Oct – Dec		LLS	8,000		88	–	104.25	—		68		88		100.99
	2016 Enhanced Swaps (4)
	Jan – Mar		NYMEX	12,000	$	90.65	–	93.35	$	92.43	$	68	$	—	$	—
	Jan – Mar		LLS	8,000		93.7	–	95.45	94.81		68.5		—		—
	Apr – June		NYMEX	2,000		90.35	–	90.35	90.35		68		—		—
	Apr – June		LLS	6,000		93.3	–	93.5	93.38		70		—		—
	2016 Three-Way Collars (5)
	Jan – Mar		NYMEX	10,000	$	85	–	101.25	$	—	$	68	$	85	$	99.85
	Jan – Mar		LLS	6,000		88	–	103.15	—		68		88		102.1
	Apr – June		NYMEX	2,000		85	–	95.5	—		68		85		95.5
	Apr – June		LLS	2,000		88	–	98.25	—		70		88		98.25
	Natural Gas Contracts:
	2014 Collars
	Oct – Dec		NYMEX	14,000	$	4	–	4.47	$	—	$	—	$	4	$	4.45
	2015 Collars
	Jan – Dec		NYMEX	8,000	$	4	–	4.53	$	—	$	—	$	4	$	4.51
	-1	Contract prices are stated in $/Bbl and $/MMBtu for oil and natural gas contracts, respectively.
	-2	Contract volumes are stated in Bbls/d and MMBtus/d for oil and natural gas contracts, respectively.
	-3	Ranges presented for fixed-price swaps and enhanced swaps represent the lowest and highest fixed prices of all open contracts for the period presented. For collars and three-way collars, ranges represent the lowest floor price and highest ceiling price for all open contracts for the period presented.
	-4	An enhanced swap is a fixed-price swap contract combined with a sold put feature (at a lower price) with the same counterparty. The value associated with the sold put is used to increase or enhance the fixed price of the swap. At the contract settlement date, (1) if the index price is higher than the swap price, we pay the counterparty the difference between the index price and swap price for the contracted volumes, (2) if the index price is lower than the swap price but at or above the sold put price, the counterparty pays us the difference between the index price and the swap price for the contracted volumes, and (3) if the index price is lower than the sold put price, the counterparty pays us the difference between the swap price and the sold put price for the contracted volumes.
	-5	A three-way collar is a costless collar contract combined with a sold put feature (at a lower price) with the same counterparty. The value received for the sold put is used to enhance the contracted floor and ceiling price of the related collar. At the contract settlement date, (1) if the index price is higher than the ceiling price, we pay the counterparty the difference between the index price and ceiling price for the contracted volumes, (2) if the index price is between the floor and ceiling price, no settlements occur, (3) if the index price is lower than the floor price but at or above the sold put price, the counterparty pays us the difference between the index price and the floor price for the contracted volumes, and (4) if the index price is lower than the sold put price, the counterparty pays us the difference between the floor price and the sold put price for the contracted volumes.

Fair_Value_Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Measurements	'
	Note 6. Fair Value Measurements
	The FASC Fair Value Measurement topic defines fair value as the price that would be received to sell an asset or would be paid to transfer a liability in an orderly transaction between market participants at the measurement date (exit price). We utilize market data or assumptions that market participants would use in pricing the asset or liability, including assumptions about risk and the risks inherent in the inputs to the valuation technique. These inputs can be readily observable, market corroborated or generally unobservable. We primarily apply the income approach for recurring fair value measurements and endeavor to utilize the best available information. Accordingly, we utilize valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs. We are able to classify fair value balances based on the observability of those inputs. The FASC establishes a fair value hierarchy that prioritizes the inputs used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). The three levels of the fair value hierarchy are as follows:
	•	Level 1 – Quoted prices in active markets for identical assets or liabilities as of the reporting date.
	•	Level 2 – Pricing inputs are other than quoted prices in active markets included in Level 1, which are either directly or indirectly observable as of the reported date. Level 2 includes those financial instruments that are valued using models or other valuation methodologies. Instruments in this category include non-exchange-traded oil and natural gas derivatives that are based on NYMEX pricing. Our fixed-price swap contracts are valued using a discounted cash flow model based upon forward commodity price curves. Our costless collars and the written put features of our enhanced oil swaps and three-way collars are valued using the Black-Scholes model, an industry standard option valuation model, that takes into account inputs such as contractual prices for the underlying instruments, including maturity, quoted forward prices for commodities, interest rates, volatility factors and credit worthiness, as well as other relevant economic measures. Substantially all of these assumptions are observable in the marketplace throughout the full term of the instrument, can be derived from observable data or are supported by observable levels at which transactions are executed in the marketplace.
	•	Level 3 – Pricing inputs include significant inputs that are generally less observable. These inputs may be used with internally developed methodologies that result in management's best estimate of fair value. At September 30, 2014, instruments in this category include non-exchange-traded oil derivatives that are based on regional pricing other than NYMEX. The valuation models utilized for enhanced swaps, costless collars and three-way collars are consistent with the methodologies described above; however, since the instruments are based on regional pricing other than NYMEX, the inputs to the valuation are less observable. Implied volatilities utilized in the valuation of Level 3 instruments are developed using a benchmark, which is considered a significant unobservable input. A one percent increase or decrease in implied volatility would result in a change of approximately $0.1 million in the fair value of these instruments as of September 30, 2014.
	We adjust the valuations from the valuation model for nonperformance risk, using our estimate of the counterparty's credit quality for asset positions and our credit quality for liability positions. We use multiple sources of third-party credit data in determining counterparty nonperformance risk, including credit default swaps.
	The following table sets forth, by level within the fair value hierarchy, our financial assets and liabilities that were accounted for at fair value on a recurring basis as of the periods indicated:
			Fair Value Measurements Using:
	In thousands		Quoted Prices			Significant			Significant			Total
			in Active			Other			Unobservable
			Markets			Observable			Inputs
			(Level 1)			Inputs			(Level 3)
						(Level 2)
	September 30, 2014
	Assets:
	Oil and natural gas derivative contracts – current		$	—		$	18,609		$	11,253		$	29,862
	Oil and natural gas derivative contracts – long-term		—			15,422			11,042			26,464
	Total Assets		$	—		$	34,031		$	22,295		$	56,326
	Liabilities:
	Oil and natural gas derivative contracts – current		$	—		$	(534	)	$	—		$	(534	)
	Oil and natural gas derivative contracts – long-term		—			—			—			—
	Total Liabilities		$	—		$	(534	)	$	—		$	(534	)
	31-Dec-13
	Assets:
	Oil and natural gas derivative contracts – current		$	—		$	5		$	—		$	5
	Oil and natural gas derivative contracts – long-term		—			3,034			6,908			9,942
	Total Assets		$	—		$	3,039		$	6,908		$	9,947
	Liabilities:
	Oil and natural gas derivative contracts – current		$	—		$	(53,822	)	$	—		$	(53,822	)
	Oil and natural gas derivative contracts – long-term		—			(3,214		)	(199		)	(3,413		)
	Total Liabilities		$	—		$	(57,036	)	$	(199	)	$	(57,235	)
	Since we do not use hedge accounting for our commodity derivative contracts, any gains and losses on our assets and liabilities are included in "Commodity derivatives expense (income)" in our Unaudited Condensed Consolidated Statements of Operations.
	Level 3 Fair Value Measurements
	The following table summarizes the changes in the fair value of our Level 3 assets and liabilities for the three and nine months ended September 30, 2014 and 2013:
			Three Months Ended						Nine Months Ended
			September 30,						September 30,
	In thousands		2014			2013			2014			2013
	Fair value of Level 3 instruments, beginning of period		$	(39,116	)	$	3,096		$	6,709		$	—
	Fair value adjustments on commodity derivatives		61,411			(2,950		)	15,586			146
	Fair value of Level 3 instruments, end of period		$	22,295		$	146		$	22,295		$	146
	The amount of total gains (losses) for the period included in earnings attributable to the change in unrealized gains (losses) relating to assets or liabilities still held at the reporting date		$	61,411		$	(2,950	)	$	15,586		$	146
	We utilize an income approach to value our Level 3 enhanced swaps, costless collars and three-way collars. We obtain and ensure the appropriateness of the significant inputs to the calculations, including contractual prices for the underlying instruments, maturity, forward prices for commodities, interest rates, volatility factors and credit worthiness, and the fair value estimate is prepared and reviewed on a quarterly basis. The following table details fair value inputs related to implied volatilities utilized in the valuation of our Level 3 oil derivative contracts:
			Fair Value at			Valuation Technique		Unobservable Input	Range
			9/30/14
			(in thousands)
	Oil derivative contracts		$	22,295		Discounted cash flow / Black-Scholes		Volatility of Light Louisiana Sweet index for settlement periods beginning after January 1, 2015	14.7% – 23.8%
	Other Fair Value Measurements
	The carrying value of loans under our Bank Credit Agreement approximate fair value, as they are subject to short-term floating interest rates that approximate the rates available to us for those periods. We use a market approach to determine fair value of our fixed-rate long-term debt using observable market data. The fair values of our senior subordinated notes are based on quoted market prices. The estimated fair value of our total long-term debt as of September 30, 2014 and December 31, 2013, excluding pipeline financing and capital lease obligations, was $3,177.3 million and $2,956.8 million, respectively. We have other financial instruments consisting primarily of cash, cash equivalents, short-term receivables and payables that approximate fair value due to the nature of the instrument and the relatively short maturities.

Commitments_and_Contingencies

Commitments and Contingencies	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Note 7. Commitments and Contingencies
	We are involved in various lawsuits, claims and other regulatory proceedings incidental to our businesses.  While we currently believe that the ultimate outcome of these proceedings, individually and in the aggregate, will not have a material adverse effect on our financial position, results of operations or cash flows, litigation is subject to inherent uncertainties.  If an unfavorable ruling were to occur, there exists the possibility of a material adverse impact on our net income in the period in which the ruling occurs.  We provide accruals for litigation and claims if we determine that a loss is probable and the amount can be reasonably estimated.  We are also subject to audits for various taxes (income, sales and use, and severance) in the various states in which we operate, and from time to time receive assessments for potential taxes that we may owe.
	Delhi Field Release
	In June 2013, a release of well fluids, consisting of a mixture of carbon dioxide, saltwater, natural gas and oil, was discovered (and reported) within an area of the Denbury-operated Delhi Field located in northern Louisiana. We completed our remediation efforts with respect to such release during the fourth quarter of 2013; however, we continue to monitor the impacted area to confirm the effectiveness of the remediation efforts. During the three months ended September 30, 2014, we recorded an additional $14.0 million of lease operating expenses related to this release and its remediation in our Unaudited Condensed Consolidated Statement of Operations, which brings our total cost estimate to date with respect to these expenses to $128.0 million, of which we have incurred $112.5 million. This quarter's $14.0 million of additional charges primarily consist of our actual or estimated expenses related to third-party property and commercial damage claims that have been asserted recently in connection with the release, which are expected to be recoverable under our insurance policies.
	We maintain insurance policies to cover certain costs, damages and claims related to releases of well fluids and remediation. We received a $25.0 million cost reimbursement ($23.9 million net to Denbury) in October 2014 relative to the Delhi Field release and remediation from our insurance carrier providing the first layer of our excess insurance coverage, representing approximately 20% of our total incident costs of $128.0 million. Based on the probability of collection under our insurance policies as of September 30, 2014 and our receipt of the insurance reimbursement in October 2014, the insurance reimbursement was recognized as a reduction to lease operating expenses in our Unaudited Condensed Consolidated Statement of Operations for the three and nine months ended September 30, 2014. We have not reached any agreement with our remaining carriers as to further reimbursements. However, we continue to believe that under our policies we are entitled to reimbursement of certain costs estimated to range between approximately one-third and two-thirds of our total costs, and thus we are continuing to pursue further reimbursements. Any future insurance recoveries will be recognized in our financial statements during the period received or at the time such receipt and the amount thereof is determined to be virtually certain.

Subsequent_Events

Subsequent Events	9 Months Ended
	Sep. 30, 2014
Subsequent Events [Abstract]	'
Subsequent Events	'
	Note 8. Subsequent Event
	Dividend Declaration
	On October 28, 2014, the Board of Directors declared a dividend of $0.0625 per share on our common stock, payable on December 30, 2014, to stockholders of record at the close of business on November 25, 2014.

Basis_of_Presentation_Policies

Basis of Presentation (Policies)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Organization and Nature of Operations	'
	Organization and Nature of Operations
	Denbury Resources Inc., a Delaware corporation, is a growing, dividend-paying, domestic oil and natural gas company. Our primary focus is on enhanced oil recovery utilizing CO2, and our operations are focused in two key operating areas: the Gulf Coast and Rocky Mountain regions.  Our goal is to increase the value of our acquired properties through a combination of exploitation, drilling and proven engineering extraction practices, with the most significant emphasis relating to tertiary recovery operations.
Interim Financial Statements - Basis of Accounting	'
	Interim Financial Statements
	The accompanying unaudited condensed consolidated financial statements of Denbury Resources Inc. and its subsidiaries have been prepared in accordance with the rules and regulations of the Securities and Exchange Commission ("SEC") and do not include all of the information and footnotes required by accounting principles generally accepted in the United States for complete financial statements.  These financial statements and the notes thereto should be read in conjunction with our Annual Report on Form 10-K for the year ended December 31, 2013 (the "Form 10-K").  Unless indicated otherwise or the context requires, the terms "we," "our," "us," "Company," or "Denbury," refer to Denbury Resources Inc. and its subsidiaries.
Interim Financial Statements - Use of Estimates	'
	Accounting measurements at interim dates inherently involve greater reliance on estimates than at year end, and the results of operations for the interim periods shown in this report are not necessarily indicative of results to be expected for the year.  In management's opinion, the accompanying unaudited condensed consolidated financial statements include all adjustments of a normal recurring nature necessary for a fair statement of our consolidated financial position as of September 30, 2014, our consolidated results of operations for the three and nine months ended September 30, 2014 and 2013, and our consolidated cash flows for the nine months ended September 30, 2014 and 2013.
Reclassifications	'
	Reclassifications
	Certain prior period amounts have been reclassified to conform to the current year presentation. Such reclassifications had no impact on our reported net income, current assets, total assets, current liabilities, total liabilities or stockholders' equity.
Net Income Per Common Share	'
	Net Income per Common Share
	Basic net income per common share is computed by dividing the net income attributable to common stockholders by the weighted average number of shares of common stock outstanding during the period.  Diluted net income per common share is calculated in the same manner, but includes the impact of potentially dilutive securities.  Potentially dilutive securities consist of stock options, stock appreciation rights ("SARs"), nonvested restricted stock and nonvested performance equity awards.  For the three and nine months ended September 30, 2014 and 2013, there were no adjustments to net income for purposes of calculating basic or diluted net income per common share.
	The following is a reconciliation of the weighted average shares used in the basic and diluted net income per common share calculations for the periods indicated:
			Three Months Ended		Nine Months Ended
			September 30,		September 30,
	In thousands		2014	2013	2014	2013
	Basic weighted average common shares outstanding		348,454	366,088	348,993	368,101
	Potentially dilutive securities:
	Restricted stock, stock options, SARs and performance-based equity awards		2,464	3,054	2,354	3,215
	Diluted weighted average common shares outstanding		350,918	369,142	351,347	371,316
	Basic weighted average common shares exclude shares of nonvested restricted stock. As these restricted shares vest, they will be included in the shares outstanding used to calculate basic net income per common share (although all restricted stock is issued and outstanding upon grant).  For purposes of calculating diluted weighted average common shares, the nonvested restricted stock, stock options, and SARs are included in the computation using the treasury stock method, with the deemed proceeds equal to the average unrecognized compensation during the period, the purchase price that the grantee will pay in the future for stock options, and any estimated future tax consequences recognized directly in equity. Stock options and SARs of 3.8 million and 4.0 million shares for the three and nine months ended September 30, 2014, respectively, and 3.6 million shares for the three and nine months ended September 30, 2013, could potentially dilute earnings per share in the future, but were excluded from the computation of diluted net income per share as their effect would have been antidilutive.
Recent Accounting Pronouncements	'
	Recent Accounting Pronouncements
	Revenue Recognition. In May 2014, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2014-09, Revenue from Contracts with Customers ("ASU 2014-09"). ASU 2014-09 amends the guidance for revenue recognition to replace numerous, industry-specific requirements. The core principle of the ASU is that an entity should recognize revenue for the transfer of goods or services equal to the amount that it expects to be entitled to receive for those goods or services. The ASU implements a five-step process for customer contract revenue recognition that focuses on transfer of control, as opposed to transfer of risk and rewards. The amendment also requires enhanced disclosures regarding the nature, amount, timing and uncertainty of revenues and cash flows arising from contracts with customers. The amendments in this ASU are effective for reporting periods beginning after December 15, 2016, and early adoption is prohibited. Entities can transition to the standard either retrospectively to each period presented or as a cumulative-effect adjustment as of the date of adoption. Management is currently assessing the impact the adoption of ASU 2014-09 will have on our consolidated financial statements.
	Discontinued Operations. In April 2014, the FASB issued ASU 2014-08, Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity ("ASU 2014-08"). ASU 2014-08 amends the definition of a discontinued operation under the Discontinued Operations subtopic of the Financial Accounting Standards Board Codification ("FASC") and requires entities to disclose additional information about discontinued operations and disposal transactions that do not meet the discontinued operations criteria. ASU 2014-08 will be applied prospectively for disposals of components of an entity and businesses or nonprofit activities that meet the criteria to be classified as held for sale and occur within annual periods beginning on or after December 15, 2014, and interim periods within those years. The adoption of ASU 2014-08 is currently not expected to have a material effect on our consolidated financial statements.
Derivatives	'
	We do not apply hedge accounting treatment to our oil and natural gas derivative contracts; therefore, the changes in the fair values of these instruments are recognized in income in the period of change.  These fair value changes, along with the cash settlements of expired contracts, are shown under "Commodity derivatives expense (income)" in our Unaudited Condensed Consolidated Statements of Operations.
	From time to time, we enter into various oil and natural gas derivative contracts to provide an economic hedge of our exposure to commodity price risk associated with anticipated future oil and natural gas production. We do not hold or issue derivative financial instruments for trading purposes. These contracts have consisted of price floors, collars, three-way collars, fixed-price swaps and fixed-price swaps enhanced with a sold put. The production that we hedge has varied from year to year depending on our levels of debt and financial strength and expectation of future commodity prices. We currently employ a strategy to hedge a portion of our forecasted production approximately 18 months to two years in the future from the current quarter, at prices supporting our long-range plan, as we believe it is important to protect our future cash flow to provide a level of assurance for our capital spending and dividends in those future periods in light of current worldwide economic uncertainties and commodity price volatility.
	We manage and control market and counterparty credit risk through established internal control procedures that are reviewed on an ongoing basis.  We attempt to minimize credit risk exposure to counterparties through formal credit policies, monitoring procedures, and diversification, and all of our commodity derivative contracts are with parties that are lenders under our Bank Credit Agreement. As of September 30, 2014, all of our outstanding derivative contracts were subject to enforceable master netting arrangements whereby payables on those contracts can be offset against receivables from separate derivative contracts with the same counterparty. It is our policy to classify derivative assets and liabilities on a gross basis on our balance sheets, even if the contracts are subject to enforceable master netting arrangements.
Fair Value of Financial Instruments	'
	The FASC Fair Value Measurement topic defines fair value as the price that would be received to sell an asset or would be paid to transfer a liability in an orderly transaction between market participants at the measurement date (exit price). We utilize market data or assumptions that market participants would use in pricing the asset or liability, including assumptions about risk and the risks inherent in the inputs to the valuation technique. These inputs can be readily observable, market corroborated or generally unobservable. We primarily apply the income approach for recurring fair value measurements and endeavor to utilize the best available information. Accordingly, we utilize valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs. We are able to classify fair value balances based on the observability of those inputs. The FASC establishes a fair value hierarchy that prioritizes the inputs used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). The three levels of the fair value hierarchy are as follows:
	•	Level 1 – Quoted prices in active markets for identical assets or liabilities as of the reporting date.
	•	Level 2 – Pricing inputs are other than quoted prices in active markets included in Level 1, which are either directly or indirectly observable as of the reported date. Level 2 includes those financial instruments that are valued using models or other valuation methodologies. Instruments in this category include non-exchange-traded oil and natural gas derivatives that are based on NYMEX pricing. Our fixed-price swap contracts are valued using a discounted cash flow model based upon forward commodity price curves. Our costless collars and the written put features of our enhanced oil swaps and three-way collars are valued using the Black-Scholes model, an industry standard option valuation model, that takes into account inputs such as contractual prices for the underlying instruments, including maturity, quoted forward prices for commodities, interest rates, volatility factors and credit worthiness, as well as other relevant economic measures. Substantially all of these assumptions are observable in the marketplace throughout the full term of the instrument, can be derived from observable data or are supported by observable levels at which transactions are executed in the marketplace.
	•	Level 3 – Pricing inputs include significant inputs that are generally less observable. These inputs may be used with internally developed methodologies that result in management's best estimate of fair value. At September 30, 2014, instruments in this category include non-exchange-traded oil derivatives that are based on regional pricing other than NYMEX. The valuation models utilized for enhanced swaps, costless collars and three-way collars are consistent with the methodologies described above; however, since the instruments are based on regional pricing other than NYMEX, the inputs to the valuation are less observable. Implied volatilities utilized in the valuation of Level 3 instruments are developed using a benchmark, which is considered a significant unobservable input. A one percent increase or decrease in implied volatility would result in a change of approximately $0.1 million in the fair value of these instruments as of September 30, 2014.
	We adjust the valuations from the valuation model for nonperformance risk, using our estimate of the counterparty's credit quality for asset positions and our credit quality for liability positions. We use multiple sources of third-party credit data in determining counterparty nonperformance risk, including credit default swaps.

Basis_of_Presentation_Tables

Basis of Presentation (Tables)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Weighted average shares used in the basic and diluted net income per common share	'
	The following is a reconciliation of the weighted average shares used in the basic and diluted net income per common share calculations for the periods indicated:
		Three Months Ended		Nine Months Ended
		September 30,		September 30,
	In thousands	2014	2013	2014	2013
	Basic weighted average common shares outstanding	348,454	366,088	348,993	368,101
	Potentially dilutive securities:
	Restricted stock, stock options, SARs and performance-based equity awards	2,464	3,054	2,354	3,215
	Diluted weighted average common shares outstanding	350,918	369,142	351,347	371,316

Acquisitions_and_Divestitures_

Acquisitions and Divestitures (Tables)	9 Months Ended
	Sep. 30, 2014
Business Combinations [Abstract]	'
Business Acquisition, Pro Forma Information	'
	Unaudited Pro Forma Acquisition Information. The following pro forma total revenues and other income and pro forma net income are presented as if the CCA acquisition had occurred on January 1, 2013:
		Nine Months Ended
	In thousands, except per share data	September 30, 2013
	Pro forma total revenues and other income	$	2,000,179
	Pro forma net income	349,809
	Pro forma net income per common share
	Basic	$	0.95
	Diluted	0.94

LongTerm_Debt_Tables

Long-Term Debt (Tables)	9 Months Ended
	Sep. 30, 2014
Debt Disclosure [Abstract]	'
Components of Long-Term Debt	'
	The following long-term debt and capital lease obligations were outstanding as of the dates indicated:
		September 30,			December 31,
	In thousands	2014			2013
	Bank Credit Agreement	$	410,000		$	340,000
	8¼% Senior Subordinated Notes due 2020	—			996,273
	6⅜% Senior Subordinated Notes due 2021	400,000			400,000
	5½% Senior Subordinated Notes due 2022	1,250,000			—
	4⅝% Senior Subordinated Notes due 2023	1,200,000			1,200,000
	Other Subordinated Notes, including premium of $13 and $16, respectively	2,747			3,823
	Pipeline financings	222,585			228,167
	Capital lease obligations	109,594			128,519
	Total	3,594,926			3,296,782
	Less: current obligations	(34,712		)	(36,157		)
	Long-term debt and capital lease obligations	$	3,560,214		$	3,260,625

Commodity_Derivative_Contracts1

Commodity Derivative Contracts (Tables)	9 Months Ended
	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Commodity derivative contracts not classified as hedging instruments	'
	The following table summarizes our commodity derivative contracts as of September 30, 2014, none of which are classified as hedging instruments in accordance with the FASC Derivatives and Hedging topic:
	Months		Index Price	Volume (2)	Contract Prices (1)
					Range (3)				Weighted Average Price
									Swap		Sold Put		Floor		Ceiling
	Oil Contracts:
	2014 Fixed-Price Swaps
	Oct – Dec		NYMEX	58,000	$	90	–	93.5	$	92.52	$	—	$	—	$	—
	2015 Enhanced Swaps (4)
	Jan – Mar		NYMEX	14,000	$	90	–	90.3	$	90.06	$	65.21	$	—	$	—
	Jan – Mar		LLS	16,000		93.2	–	94	93.63		68		—		—
	Apr – June		NYMEX	8,000		90	–	90	90		65.75		—		—
	Apr – June		LLS	16,000		93.2	–	94	93.65		68		—		—
	July – Sept		NYMEX	10,000		90	–	90.1	90.02		65.3		—		—
	July – Sept		LLS	16,000		93.2	–	94	93.65		68		—		—
	Oct – Dec		NYMEX	12,000		91.15	–	94	92.42		68		—		—
	Oct – Dec		LLS	8,000		93.8	–	96.5	94.94		68		—		—
	2015 Collars
	Jan – Mar		NYMEX	24,000	$	80	–	100.9	$	—	$	—	$	80	$	96.75
	Jan – Mar		LLS	4,000		85	–	102.2	—		—		85		102.1
	Apr – June		NYMEX	30,000		80	–	95.25	—		—		80		94.72
	Apr – June		LLS	4,000		85	–	102.5	—		—		85		101.75
	July – Sept		NYMEX	28,000		80	–	95.25	—		—		80		95.05
	July – Sept		LLS	4,000		85	–	100	—		—		85		99.5
	2015 Three-Way Collars (5)
	Oct – Dec		NYMEX	10,000	$	85	–	102	$	—	$	68	$	85	$	99
	Oct – Dec		LLS	8,000		88	–	104.25	—		68		88		100.99
	2016 Enhanced Swaps (4)
	Jan – Mar		NYMEX	12,000	$	90.65	–	93.35	$	92.43	$	68	$	—	$	—
	Jan – Mar		LLS	8,000		93.7	–	95.45	94.81		68.5		—		—
	Apr – June		NYMEX	2,000		90.35	–	90.35	90.35		68		—		—
	Apr – June		LLS	6,000		93.3	–	93.5	93.38		70		—		—
	2016 Three-Way Collars (5)
	Jan – Mar		NYMEX	10,000	$	85	–	101.25	$	—	$	68	$	85	$	99.85
	Jan – Mar		LLS	6,000		88	–	103.15	—		68		88		102.1
	Apr – June		NYMEX	2,000		85	–	95.5	—		68		85		95.5
	Apr – June		LLS	2,000		88	–	98.25	—		70		88		98.25
	Natural Gas Contracts:
	2014 Collars
	Oct – Dec		NYMEX	14,000	$	4	–	4.47	$	—	$	—	$	4	$	4.45
	2015 Collars
	Jan – Dec		NYMEX	8,000	$	4	–	4.53	$	—	$	—	$	4	$	4.51
	-1	Contract prices are stated in $/Bbl and $/MMBtu for oil and natural gas contracts, respectively.
	-2	Contract volumes are stated in Bbls/d and MMBtus/d for oil and natural gas contracts, respectively.
	-3	Ranges presented for fixed-price swaps and enhanced swaps represent the lowest and highest fixed prices of all open contracts for the period presented. For collars and three-way collars, ranges represent the lowest floor price and highest ceiling price for all open contracts for the period presented.
	-4	An enhanced swap is a fixed-price swap contract combined with a sold put feature (at a lower price) with the same counterparty. The value associated with the sold put is used to increase or enhance the fixed price of the swap. At the contract settlement date, (1) if the index price is higher than the swap price, we pay the counterparty the difference between the index price and swap price for the contracted volumes, (2) if the index price is lower than the swap price but at or above the sold put price, the counterparty pays us the difference between the index price and the swap price for the contracted volumes, and (3) if the index price is lower than the sold put price, the counterparty pays us the difference between the swap price and the sold put price for the contracted volumes.
	-5	A three-way collar is a costless collar contract combined with a sold put feature (at a lower price) with the same counterparty. The value received for the sold put is used to enhance the contracted floor and ceiling price of the related collar. At the contract settlement date, (1) if the index price is higher than the ceiling price, we pay the counterparty the difference between the index price and ceiling price for the contracted volumes, (2) if the index price is between the floor and ceiling price, no settlements occur, (3) if the index price is lower than the floor price but at or above the sold put price, the counterparty pays us the difference between the index price and the floor price for the contracted volumes, and (4) if the index price is lower than the sold put price, the counterparty pays us the difference between the floor price and the sold put price for the contracted volumes.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair value hierarchy of financial assets and liabilities	'
	The following table sets forth, by level within the fair value hierarchy, our financial assets and liabilities that were accounted for at fair value on a recurring basis as of the periods indicated:
		Fair Value Measurements Using:
	In thousands	Quoted Prices			Significant			Significant			Total
		in Active			Other			Unobservable
		Markets			Observable			Inputs
		(Level 1)			Inputs			(Level 3)
					(Level 2)
	September 30, 2014
	Assets:
	Oil and natural gas derivative contracts – current	$	—		$	18,609		$	11,253		$	29,862
	Oil and natural gas derivative contracts – long-term	—			15,422			11,042			26,464
	Total Assets	$	—		$	34,031		$	22,295		$	56,326
	Liabilities:
	Oil and natural gas derivative contracts – current	$	—		$	(534	)	$	—		$	(534	)
	Oil and natural gas derivative contracts – long-term	—			—			—			—
	Total Liabilities	$	—		$	(534	)	$	—		$	(534	)
	31-Dec-13
	Assets:
	Oil and natural gas derivative contracts – current	$	—		$	5		$	—		$	5
	Oil and natural gas derivative contracts – long-term	—			3,034			6,908			9,942
	Total Assets	$	—		$	3,039		$	6,908		$	9,947
	Liabilities:
	Oil and natural gas derivative contracts – current	$	—		$	(53,822	)	$	—		$	(53,822	)
	Oil and natural gas derivative contracts – long-term	—			(3,214		)	(199		)	(3,413		)
	Total Liabilities	$	—		$	(57,036	)	$	(199	)	$	(57,235	)
Changes in fair value of Level 3 assets and liabilities	'
	The following table summarizes the changes in the fair value of our Level 3 assets and liabilities for the three and nine months ended September 30, 2014 and 2013:
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
	In thousands	2014			2013			2014			2013
	Fair value of Level 3 instruments, beginning of period	$	(39,116	)	$	3,096		$	6,709		$	—
	Fair value adjustments on commodity derivatives	61,411			(2,950		)	15,586			146
	Fair value of Level 3 instruments, end of period	$	22,295		$	146		$	22,295		$	146
	The amount of total gains (losses) for the period included in earnings attributable to the change in unrealized gains (losses) relating to assets or liabilities still held at the reporting date	$	61,411		$	(2,950	)	$	15,586		$	146
Quantitative valuation techniques for assets and liabilities measured on a recurring basis (Level 3)	'
	The following table details fair value inputs related to implied volatilities utilized in the valuation of our Level 3 oil derivative contracts:
		Fair Value at			Valuation Technique		Unobservable Input	Range
		9/30/14
		(in thousands)
	Oil derivative contracts	$	22,295		Discounted cash flow / Black-Scholes		Volatility of Light Louisiana Sweet index for settlement periods beginning after January 1, 2015	14.7% – 23.8%

Basis_of_Presentation_Reconcil

Basis of Presentation (Reconciliation of Weighted Average Shares Table) (Details)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Weighted average shares used in the basic and diluted net income per common share	'	'	'	'
Basic weighted average common shares outstanding	348,454	366,088	348,993	368,101
Potentially dilutive securities:	'	'	'	'
Restricted stock, stock options, SARs and performance-based equity awards	2,464	3,054	2,354	3,215
Diluted weighted average common shares outstanding	350,918	369,142	351,347	371,316

Basis_of_Presentation_Details_

Basis of Presentation (Details Textuals)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Accounting Policies [Abstract]	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share, Total	3.8	3.6	4	3.6

Acquisitions_and_Divestitures_1

Acquisitions and Divestitures Acquisitions and Divestitures (Pro Forma) (Details 1) (USD $)	9 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Sep. 30, 2013
Business Acquisition [Line Items]	'
Pro forma total revenues and other income	$2,000,179
Pro forma net income	$349,809
Pro forma net income per common share [Abstract]	'
Basic	$0.95
Diluted	$0.94

Acquisitions_and_Divestitures_2

Acquisitions and Divestitures (Details Textuals) (Cedar Creek Anticline [Member], USD $)	0 Months Ended	3 Months Ended	6 Months Ended
	Mar. 27, 2013	Sep. 30, 2013	Sep. 30, 2013
Cedar Creek Anticline [Member]	'	'	'
Business Acquisition [Line Items]	'	'	'
Business Acquisition, Cost of Acquired Entity	$1,000,000,000	'	'
Business Combination, Pro Forma Information, Revenue of Acquiree since Acquisition Date, Actual	'	97,100,000	189,800,000
Business Combination, Pro Forma Information, Earnings or Loss of Acquiree since Acquisition Date, Actual	'	$70,900,000	$138,800,000

LongTerm_Debt_Components_of_Lo

Long-Term Debt (Components of Long-Term Debt) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Debt Instrument [Line Items]	'	'
Bank Credit Agreement	$410,000	$340,000
Pipeline financings	222,585	228,167
Capital lease obligations	109,594	128,519
Total	3,594,926	3,296,782
Less current obligations	-34,712	-36,157
Long-term debt and capital lease obligations	3,560,214	3,260,625
8 1/4% Senior Subordinated Notes due 2020 [Member]	'	'
Debt Instrument [Line Items]	'	'
Senior Subordinated Notes	0	996,273
Debt Instrument, Interest Rate, Stated Percentage	8.25%	'
6 3/8% Senior Subordinated Notes Due 2021 [Member]	'	'
Debt Instrument [Line Items]	'	'
Senior Subordinated Notes	400,000	400,000
Debt Instrument, Interest Rate, Stated Percentage	6.38%	'
5 1/2% Senior Subordinated Notes Due 2022 [Member]	'	'
Debt Instrument [Line Items]	'	'
Senior Subordinated Notes	1,250,000	0
Debt Instrument, Interest Rate, Stated Percentage	5.50%	'
4 5/8% Senior Subordinated Notes Due 2023 [Member]	'	'
Debt Instrument [Line Items]	'	'
Senior Subordinated Notes	1,200,000	1,200,000
Debt Instrument, Interest Rate, Stated Percentage	4.63%	'
Other Subordinated Notes [Member]	'	'
Debt Instrument [Line Items]	'	'
Senior Subordinated Notes	2,747	3,823
Including premium of	$13	$16

LongTerm_Debt_Details_Textuals

Long-Term Debt (Details Textuals) (USD $)

3 Months Ended

9 Months Ended

0 Months Ended

0 Months Ended

1 Months Ended

0 Months Ended

9 Months Ended

Sep. 30, 2014

Jun. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Apr. 30, 2014

Sep. 30, 2014

Apr. 30, 2014

Apr. 30, 2014

Apr. 30, 2014

Apr. 30, 2014

Apr. 30, 2014

Apr. 30, 2014

Feb. 28, 2013

Sep. 30, 2014

Mar. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Sep. 30, 2014

30-May-14

Apr. 30, 2014

Sep. 30, 2014

1-May-14

Mar. 31, 2010

Sep. 30, 2014

Sep. 30, 2014

5 1/2% Senior Subordinated Notes Due 2022 [Member]

5 1/2% Senior Subordinated Notes Due 2022 [Member]

5 1/2% Senior Subordinated Notes Due 2022 [Member]

5 1/2% Senior Subordinated Notes Due 2022 [Member]

5 1/2% Senior Subordinated Notes Due 2022 [Member]

5 1/2% Senior Subordinated Notes Due 2022 [Member]

5 1/2% Senior Subordinated Notes Due 2022 [Member]

5 1/2% Senior Subordinated Notes Due 2022 [Member]

4 5/8% Senior Subordinated Notes Due 2023 [Member]

4 5/8% Senior Subordinated Notes Due 2023 [Member]

9 3/4% Senior Subordinated Notes due 2016 [Member]

9 1/2% Senior Subordinated Notes due 2016 [Member]

9 1/2% Senior Subordinated Notes due 2016 [Member]

8 1/4% Senior Subordinated Notes due 2020 [Member]

8 1/4% Senior Subordinated Notes due 2020 [Member]

8 1/4% Senior Subordinated Notes due 2020 [Member]

Bank Credit Agreement [Member]

Bank Credit Agreement [Member]

Bank Credit Agreement [Member]

Bank Credit Agreement [Member]

Bank Credit Agreement [Member]

Debt Instrument, Redemption, Period One [Member]

Debt Instrument, Redemption, Period Two [Member]

Debt Instrument, Redemption, Period Three [Member]

Debt Instrument, Redemption, Period Four [Member]

Initial Redemption Period with Proceeds from Equity Offering [Member]

Initial Redemption Period with Make-Whole Premium [Member]

Minimum [Member]

Maximum [Member]

Long Term Debt (Textuals) [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest in guarantor subsidiaries

100.00%

'

'

100.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Face Value of Notes Issued

'

'

'

'

'

$1,250,000,000

'

'

'

'

'

'

'

$1,200,000,000

'

'

'

'

'

'

$996,273,000

'

'

'

'

'

Debt Instrument, Interest Rate, Stated Percentage

'

'

'

'

'

'

5.50%

'

'

'

'

'

'

'

4.63%

'

'

'

8.25%

'

'

'

'

'

'

'

Selling Price Of Debt Instrument

'

'

'

'

'

100.00%

'

'

'

'

'

'

'

100.00%

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from issuance of subordinated long term debt, net of commissions and fees

'

'

'

'

'

1,230,000,000

'

'

'

'

'

'

'

1,180,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Redemption Price, Percentage

'

'

'

'

'

'

'

104.13%

102.75%

101.38%

100.00%

105.50%

100.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Percentage of Principal Amount Available To Be Redeemed

'

'

'

'

'

'

'

'

'

'

'

35.00%

100.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Repurchased Face Amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

426,400,000

38,200,000

186,700,000

'

181,100,000

815,200,000

'

'

'

'

'

Debt Instrument Redemption Price Percentage Make Whole Premium

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

100.00%

'

'

'

'

'

'

Loss on early extinguishment of debt

0

113,900,000

0

113,908,000

44,651,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1.6 Billion Revolving Credit Facility [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Borrowing Base of Denbury credit facility

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,600,000,000

$1,600,000,000

'

'

Weighted average interest rate on Bank Credit Facility

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.90%

'

'

'

'

Line of Credit Facility, Unused Capacity, Commitment Fee Percentage

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.38%

0.50%

Stockholders_Equity_Details_Te

Stockholders' Equity (Details Textuals) (USD $)	3 Months Ended				9 Months Ended		36 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Mar. 31, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014
Stockholders' Equity Note [Abstract]	'	'	'	'	'	'	'
Payments of Ordinary Dividends, Common Stock	'	'	'	'	$65.20	'	'
Common Stock, Dividends, Per Share, Cash Paid	$0.06	$0.06	$0.06	$0	$0.19	$0	'
Treasury Stock, Shares, Acquired	'	'	12.4	'	'	'	60
Treasury Stock, Value, Acquired, Cost Method	'	'	200.4	'	'	'	940
Treasury Stock Acquired, Average Cost Per Share	'	'	'	'	'	'	$15.68
Stock Repurchase Program, Remaining Authorized Repurchase Amount	$221.90	'	'	'	$221.90	'	$221.90

Commodity_Derivative_Contracts2

Commodity Derivative Contracts (Details)	Sep. 30, 2014
Swap [Member] | Crude Oil Contracts [Member] | Year 2014 [Member] | Q4 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	58,000
Weighted average swap price	92.52
Swap [Member] | Crude Oil Contracts [Member] | Year 2014 [Member] | Q4 [Member] | NYMEX [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90
Swap [Member] | Crude Oil Contracts [Member] | Year 2014 [Member] | Q4 [Member] | NYMEX [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.5
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q1 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	14,000
Weighted average swap price	90.06
Weighted average sold put price	65.21
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q1 [Member] | NYMEX [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q1 [Member] | NYMEX [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90.3
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q1 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	16,000
Weighted average swap price	93.63
Weighted average sold put price	68
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q1 [Member] | LLS [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.2
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q1 [Member] | LLS [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	94
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q2 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	8,000
Weighted average swap price	90
Weighted average sold put price	65.75
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q2 [Member] | NYMEX [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q2 [Member] | NYMEX [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q2 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	16,000
Weighted average swap price	93.65
Weighted average sold put price	68
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q2 [Member] | LLS [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.2
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q2 [Member] | LLS [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	94
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q3 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	10,000
Weighted average swap price	90.02
Weighted average sold put price	65.3
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q3 [Member] | NYMEX [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q3 [Member] | NYMEX [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90.1
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q3 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	16,000
Weighted average swap price	93.65
Weighted average sold put price	68
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q3 [Member] | LLS [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.2
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q3 [Member] | LLS [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	94
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q4 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	12,000
Weighted average swap price	92.42
Weighted average sold put price	68
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q4 [Member] | NYMEX [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	91.15
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q4 [Member] | NYMEX [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	94
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q4 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	8,000
Weighted average swap price	94.94
Weighted average sold put price	68
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q4 [Member] | LLS [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.8
Swap [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q4 [Member] | LLS [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	96.5
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q1 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	12,000
Weighted average swap price	92.43
Weighted average sold put price	68
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q1 [Member] | NYMEX [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90.65
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q1 [Member] | NYMEX [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.35
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q1 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	8,000
Weighted average swap price	94.81
Weighted average sold put price	68.5
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q1 [Member] | LLS [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.7
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q1 [Member] | LLS [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	95.45
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q2 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	2,000
Weighted average swap price	90.35
Weighted average sold put price	68
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q2 [Member] | NYMEX [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90.35
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q2 [Member] | NYMEX [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	90.35
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q2 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	6,000
Weighted average swap price	93.38
Weighted average sold put price	70
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q2 [Member] | LLS [Member] | Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.3
Swap [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q2 [Member] | LLS [Member] | Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Swap Type, Fixed Price	93.5
Collar [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q1 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	24,000
Derivative, Floor Price	80
Derivative, Cap Price	100.9
Weighted average floor price	80
Weighted average ceiling price	96.75
Collar [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q1 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	4,000
Derivative, Floor Price	85
Derivative, Cap Price	102.2
Weighted average floor price	85
Weighted average ceiling price	102.1
Collar [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q2 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	30,000
Derivative, Floor Price	80
Derivative, Cap Price	95.25
Weighted average floor price	80
Weighted average ceiling price	94.72
Collar [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q2 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	4,000
Derivative, Floor Price	85
Derivative, Cap Price	102.5
Weighted average floor price	85
Weighted average ceiling price	101.75
Collar [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q3 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	28,000
Derivative, Floor Price	80
Derivative, Cap Price	95.25
Weighted average floor price	80
Weighted average ceiling price	95.05
Collar [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q3 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	4,000
Derivative, Floor Price	85
Derivative, Cap Price	100
Weighted average floor price	85
Weighted average ceiling price	99.5
Collar [Member] | Natural Gas Contracts [Member] | Year 2014 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	14,000
Derivative, Floor Price	4
Derivative, Cap Price	4.47
Weighted average floor price	4
Weighted average ceiling price	4.45
Collar [Member] | Natural Gas Contracts [Member] | Year 2015 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	8,000
Derivative, Floor Price	4
Derivative, Cap Price	4.53
Weighted average floor price	4
Weighted average ceiling price	4.51
Three-way Collar [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q4 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	10,000
Derivative, Floor Price	85
Derivative, Cap Price	102
Weighted average sold put price	68
Weighted average floor price	85
Weighted average ceiling price	99
Three-way Collar [Member] | Crude Oil Contracts [Member] | Year 2015 [Member] | Q4 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	8,000
Derivative, Floor Price	88
Derivative, Cap Price	104.25
Weighted average sold put price	68
Weighted average floor price	88
Weighted average ceiling price	100.99
Three-way Collar [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q1 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	10,000
Derivative, Floor Price	85
Derivative, Cap Price	101.25
Weighted average sold put price	68
Weighted average floor price	85
Weighted average ceiling price	99.85
Three-way Collar [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q1 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	6,000
Derivative, Floor Price	88
Derivative, Cap Price	103.15
Weighted average sold put price	68
Weighted average floor price	88
Weighted average ceiling price	102.1
Three-way Collar [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q2 [Member] | NYMEX [Member]	'
Derivative [Line Items]	'
Volume per Day	2,000
Derivative, Floor Price	85
Derivative, Cap Price	95.5
Weighted average sold put price	68
Weighted average floor price	85
Weighted average ceiling price	95.5
Three-way Collar [Member] | Crude Oil Contracts [Member] | Year 2016 [Member] | Q2 [Member] | LLS [Member]	'
Derivative [Line Items]	'
Volume per Day	2,000
Derivative, Floor Price	88
Derivative, Cap Price	98.25
Weighted average sold put price	70
Weighted average floor price	88
Weighted average ceiling price	98.25

Commodity_Derivative_Contracts3

Commodity Derivative Contracts (Details Textuals)	3 Months Ended
	Sep. 30, 2014
Minimum [Member]	'
Derivative [Line Items]	'
Derivative, Average Remaining Maturity	'18 months
Maximum [Member]	'
Derivative [Line Items]	'
Derivative, Average Remaining Maturity	'2 years 0 months

Fair_Value_Measurements_Fair_V

Fair Value Measurements (Fair Value Hierarchy Table) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'	'
Derivative Asset, Current	$29,862	$5
Derivative Asset, Long-term	26,464	9,942
Total Derivative Assets	56,326	9,947
Derivative Liability, Current	-534	-53,822
Derivative Liability, Long-term	0	-3,413
Total Derivative Liabilities	-534	-57,235
Quoted Prices in Active Markets (Level 1) [Member]	'	'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'	'
Derivative Asset, Current	0	0
Derivative Asset, Long-term	0	0
Total Derivative Assets	0	0
Derivative Liability, Current	0	0
Derivative Liability, Long-term	0	0
Total Derivative Liabilities	0	0
Significant Other Observable Inputs (Level 2) [Member]	'	'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'	'
Derivative Asset, Current	18,609	5
Derivative Asset, Long-term	15,422	3,034
Total Derivative Assets	34,031	3,039
Derivative Liability, Current	-534	-53,822
Derivative Liability, Long-term	0	-3,214
Total Derivative Liabilities	-534	-57,036
Significant Unobservable Inputs (Level 3) [Member]	'	'
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]	'	'
Derivative Asset, Current	11,253	0
Derivative Asset, Long-term	11,042	6,908
Total Derivative Assets	22,295	6,908
Derivative Liability, Current	0	0
Derivative Liability, Long-term	0	-199
Total Derivative Liabilities	$0	($199)

Fair_Value_Measurements_Level_

Fair Value Measurements (Level 3 Fair Value Measurements) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Fair value of Level 3 instruments, beginning of period	($39,116)	$3,096	$6,709	$0
Fair value adjustments on commodity derivatives	61,411	-2,950	15,586	146
Fair value of Level 3 instruments, end of period	22,295	146	22,295	146
The amount of total gains (losses) for the period included in earnings attributable to the change in unrealized gains (losses) relating to assets or liabilities still held at the reporting date	$61,411	($2,950)	$15,586	$146

Fair_Value_Measurements_Level_1

Fair Value Measurements (Level 3 Valuation Techniques) (Details) (USD $)	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2014	Sep. 30, 2014	Sep. 30, 2014
In Thousands, unless otherwise specified							Income Approach Valuation Technique [Member]	Income Approach Valuation Technique [Member]	Income Approach Valuation Technique [Member]
								Minimum [Member]	Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'	'	'	'	'	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	$22,295	($39,116)	$6,709	$146	$3,096	$0	$22,295	'	'
Expected Volatility Rate	'	'	'	'	'	'	'	14.70%	23.80%

Fair_Value_Measurements_Detail

Fair Value Measurements (Details Textuals) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Disclosures [Abstract]	'	'
Sensitivity Analysis of Fair Value, Impact of 1 Percent Increase or Decrease in Level 3 Inputs	$0.10	'
Long-term Debt, Fair Value	$3,177.30	$2,956.80

Commitments_and_Contingencies_

Commitments and Contingencies Commitments and Contingencies (Details) (USD $)	3 Months Ended	16 Months Ended	1 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2014	Oct. 31, 2014	Sep. 30, 2014	Sep. 30, 2014
			Subsequent Event [Member]	Minimum [Member]	Maximum [Member]
Loss Contingencies [Line Items]	'	'	'	'	'
Environmental Remediation Expense	$14	$128	'	'	'
Environmental Remediation Expense Incurred to Date	'	112.5	'	'	'
Gross Proceeds from Insurance Settlement, Operating Activities	'	'	25	'	'
Net Proceeds from Insurance Settlement, Operating Activities	'	'	$23.90	'	'
Estimated Percentage of Environmental Remediation Expense Estimate to be Recovered Through Insurance Proceeds	'	'	'	33.33%	66.67%
Insurance reimbursement received as a percentage of the total cost estimate related to the Delhi Field release and remediation	'	'	20.00%	'	'

Subsequent_Events_Details_Text

Subsequent Events (Details Textuals) (Subsequent Event [Member], USD $)	Oct. 28, 2014
Subsequent Event [Member]	'
Subsequent Event [Line Items]	'
Common Stock, Dividends, Per Share, Declared	$0.06