SUBSEQUENT EVENTS - Schedule of Derivative Instruments (Details) - Subsequent Event |
1 Months Ended |
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Apr. 30, 2025
MMBTU
$ / MMBTU
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| NYMEX Henry Hub Index 1 | |
| Subsequent Event [Line Items] | |
| Daily Volume | MMBTU | 17,818 |
| Weighted average floor price (in usd per MMBtu) | 4.00 |
| Weighted average ceiling price (in usd per MMBtu) | 4.66 |
| NYMEX Henry Hub Index 2 | |
| Subsequent Event [Line Items] | |
| Daily Volume | MMBTU | 20,000 |
| Weighted average floor price (in usd per MMBtu) | 4.00 |
| Weighted average ceiling price (in usd per MMBtu) | 4.52 |
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- Definition The average cap rate on a group of price risk derivatives such as caps or collars. A payment or receipt is triggered if the market rate exceeds the cap rate on the contract. No definition available.
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- Definition The average floor rate on a group of price risk derivatives such as floors or collars. A payment or receipt is triggered if the market rate falls below the floor rate on the contract. No definition available.
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- Definition Nominal energy measure used to calculate payments on a derivative instrument. No definition available.
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- Definition Detail information of subsequent event by type. User is expected to use existing line items from elsewhere in the taxonomy as the primary line items for this disclosure, which is further associated with dimension and member elements pertaining to a subsequent event. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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