United States
          Environmental Protection
          Agency
Office of Water
Mail Code 4303
Washington, DC 20460
EPA-821-B-00-015
December 2000
ppA  Statistical Analyses Supporting Final
          Effluent Limitations Guidelines and
          Standards for Synthetic-Based  Drilling
          Fluids and other Non-Aqueous  Drilling
          Fluids in the Oil and Gas Extraction Point
          Source Category

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Acknowledgments

This report was prepared by Charles E. White of the Engineering and Analysis Division. Assistance was
provided by Shiow-Homg Hwang and DungPhanof Science Applications International Corporation.
References to proprietary technologies are not intended to be an endorsement by the Agency.
Questions or comments regarding this report should be addressed to:

Charles E. White, Statistician  •
Engineering and Analysis Division (4303)
Office of Science and Technology
USEPA Office of Water
401 M Street, Southwest
Washington, D.C. 20460
(202)260-5411
White.Charles-E@EPA.Gov

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                                    Table of Contents
1. Introduction
2. Data Description ..




3. Statistical Methods
4.  Analysis  	




5. Final Effluent Limits
, 1




 1




.2




 6




 7

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                                     List of Tables
                                                     X"
Table 1. Attained Significance (p-value) for Shapiro-Wilk Test	10
Table 2. Summary Statistics for Percent Retention by Well	14
Table 3. Summary Statistics for Uniformly-Weighted and Volume-Weighted Well Means 	119
Table 4. Compliance Analysis with BAT Option 1  	126
Table 5. Compliance Analysis with BAT Option 2	139

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                                       List of Figures
Figure 1. Plot of Percent Retention vs.
Figure 2. Plot of Percent Retention vs.
Figure 3. Plot of Percent Retention vs.
Figure 4. Plot of Percent Retention vs.
Figure 5. Plot of Percent Retention vs.
Figure 6. Plot of Percent Retention vs.
Figure 7. Plot of Percent Retention vs.
Figure 8. Selected Quantile - Quantile
 Depth by Well: Mud 10	
Depth by Well: Vertical Centrifuge ..
, Depth by Well: Squeeze Press	
Depth by Well: High-G Dryer	
Depth by Well: Decanting Centrifuge
 Depth by Well: Mud Cleaner	
 Depth by Well: Mud Cleaner	
Plots 	
144
151
153
155
156
161
165
166

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1. Introduction

      The summary statistics presented in this document support EPA's development of effluent limitations
guidelines, standards, and best management practices (BMPs) for the control of pollutant discharges
associated with the retention on cuttings (ROC) of synthetic-based drilling fluids (SBFs) and other drilling
fluids that are non-dispersible in water. EPA's primary uses for these summary statistics include: (a)
estimating current (baseline) pollutant discharges, (b) evaluating regulatory options, (c) calculating potential
effluent limits, and (d) evaluating a criteria for accepting applications to institute BMPs.

      More specifically, this document provides summary statistics for the percent retention of SBF on
cuttings after treatment from each of three technology types. The technology types include shakers (with
subtypes primaryshakers, secondary shakers, and other shakers), cuttings dryers (with subtypes horizontal
centrifuge {Mud 10],  vertical centrifuge, squeeze press, and high-G dryer), and fines removal units (with
subtypes decanting centrifuge and mud cleaner). These summary statistics include volume-weighted and
uniformly-weighted meanretention of SBF on cuttings and their associated variances for individual wells.
In addition, the arithmetic mean, variance, 95th percentile, and 99th percentile of the well means are
computed, summarizing both volume-weighted well means and uniformly-weighted well means.

      These analyses reflect some revisions and updates in data submitted inresponse to the March 2000
Notice of Data Availability. The most significant revision reflects new data submitted by industry. Another
revision is that EPA accepted industry comments to use certain data quality criteria for selecting data used
to develop ROC limits. EPA also added an analysis that addresses the ability of drilling fluids treatment
technologies to meet ROC limits whenusingtechnologies different than those forming the technology basis
of the limits. The statistical methodology for calculating potential ROC  limits has not changed since the
Notice of Data Availability.

2. Data Description

      Industry and equipment vendor representatives provided EPA with percent retentionmeasurements
on drill cuttings discharged from solids control systems. These data were recorded as percent SBF on
cuttings in a sample ([Weight of SBF]/[Weight of Wet Cuttings], expressed as a percentage). Since
quantitation limits were under development for these measurement methods as the data presented here
were being collected, none of the percent retention data are identified in EPA's database as being "non-
detect." Associated data generally included either the drilling depth or the length of a segment drilled, pipe
diameter, drilling fluid treatment technology, backup data for the calculation  of percent retention, and
location of the drilling site. EPA's engineering review of the raw data is documented in the memo from
Lynn  Petrazzuolo and Gary Petrazzuolo  of Avanti Corporation to  Birute Vanatta of ERG  titled
Engineering Review of SBF Retention-on-Cuttings Data, dated December 12, 2000.

      EPA analyses presented in this report used both:  (a) the total depth of the well at the time the
associated ROC measurement was taken and (b) the length of the interval drilled since the previous ROC
                                              1

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 measurement was taken. However, data submitted to EPA either provided one or the other. To convert
 from total depth to drilling interval, the data were first sorted by date within each well and the length of the
 segment drilled was computed by taking the differences between depths for each pair of successive
 records. To convert from drilling interval to total depth, the data were first sorted by date within each well
 and all drilling intervals prior to that associated with the current ROC measurement were summed.

      For purposes of analysis and the development of potential limits,  treatment technology categories
 or subcategories are: primary shakers, secondary shakers, shakers, horizontal centrifuge (Mud 10), vertical
 centrifuge, squeeze press, high-G dryer, cuttings dryer 1 (a combinationofthe horizontal centrifuge, vertical
 centrifuge,  squeeze  press, and high-G dryer subcategories), cuttings dryer 2 (a combination of the
 horizontal centrifuge, vertical centrifuge, and squeeze press subcategories), cuttings dryer 3 (a combination
 ofthehorizontaland vertical centrifuge subcategories), decanting centrifuge, mud cleaner, and finesremoval
 (a combination of the decanting centrifuge and mud cleaner subcategories).

 3. Statistical Methods

      EPA generated summary statistics  for individual measurements of retention on cuttings (ROC),
 uniformly weighted means for ROC, and volume weighted means for ROC. The volume used for weighting
 the mean is that associated with the cuttings contained within the interval drilled. We computed means and
 variances for percent retention of drilling fluids from individual wells in the various technology categories
 and subcategories described above. In addition, EPA presents means, variances, 95th percentiles, and 99th
 percentiles of the well means for these same technology categories or subcategories.

      Note that the retention on cuttings estimates presented here have been calculated without the use of
 detection or quantitation limits. Data were originally reported without detection or quantitation limits
 because the measurement method for retention on cuttings was under development at the time. However,
 with the publication of this regulation, EPA is promulgating a quantitation limit (minimum level or ML) of
 2%. EPA used measurements below quantitation in the development of numerical limits because the lab
 equipment was  calibrated to the reported levels or lower and unbiased measurement results below
 quantitation are appropriate for use in large datasets that describe the general performance of a technology
 over time. EPA recognizes that such measurement results are variable but measurement results above the
 quantitation limit are also variable and censoring the ROC dataset with quantitation Emits would deny the
 Agency the ability to characterize the drilling fluid treatment technologies withthe mostprecise and unbiased
 measurement results  available.
3.1  Data Evaluation

     EPA evaluated: (1) the relationship between depth drilled and percent retention and (2) the
probability distributions of individual percent retention measurements within wells, volume weighted well
means, and uniformly weighted well means.

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     EPA's evaluation of the relationship between depth drilled and percent retention was graphical.
Figures 1-6 graphically display the relationship between depth drilled and percent retention on cuttings
by well and by technology. The six individual technologies displayed here are those considered as the bases
for the development of numeric limits. These technologies are horizontal centrifuge (Mud  10), vertical
centrifuge, squeeze press, high-G dryer, decanting centrifuge and mud cleaner.  Figure 7 displays the
relationship between depth drilled and percent retention on cuttings by technology, without regard to the
individual'well.

     EPA's distributional evaluation was both inferential and graphical.  Where the inferential Shapiro-
Wilk statistic is calculated from the observed values ( "Xt" or "X" in Table 1), the probability that the data
come from a normal distribution is estimated. Where the Shapiro-Wilk statistic is calculated from the log
of the observed values ( "logfaj)" or 'logCXj-)" i1 Table *)> ^ probability that the data come from a
lognormaldistributionis estimated. Selected graphical analyses (Figure 8) indicate howclosely the uniformly
weighted well means follow either the normal or lognonnaldistributionby plotting the observed probability
of obtaining a particular well mean versus the probabilitythat sucha mean would have been obtained under
either the normal or the lognormal distribution.

3.2  Estimation of Volume-Weighted and Uniformly-Weighted Means  with Variances for
     Individual Wells

    ' Table 2 presents estimates for uniformly-weighted well means and volume-weighted  well means.
The uniformly-weighted well means  are the arithmetic mean of percent retention, whereas the volume-
weighted well means are calculated under the assumption that the percent retention associated with the
volume of drill cuttings (a function of pipe size and lengthof segment drilled) provided a more appropriate
source for estimating the mean. Theoretically, smaller pipe sizes generate smaller cutting that expose more
surface area to the drilling fluid. The greater surface area would lead to greater retention of SBF on cuttings.

     EPA estimated volume-weighted means and variances (Sokal and Rohlf, 19691) for individual wells
as follows:
     Estimators of uniformly-weighted means and variances for individual wells are:
       1 Sokal, R. R. and F. J. Rohlf. (1969) Biometry, 3rd edition. Page 42. New York: W. H.
Freeman and Company. ISBN:0-7167-2411-1.

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  where
       X
      J
      i
= volume associated with the yth record from the z'th well
 = 7E '* (Vz * pipe diameter)2 * (interval drilled)
= percent retention for theyth record from the z'th well
= total number of records from the rth well,
= !,...,«,-
= the z'th well, z"= 1,..., n
      For EPA to calculate the volume of cuttings in an interval drilled, it was sometimes necessary to use
 records indicating that the interval drilled was either zero or negative. If the interval drilled associated with
 a non-missing retention measurement was zero then the retention value associated with the zero drilling
 interval and the retention value associated with the positively valued drilling interval from the immediately
 preceding record were averaged and applied to the volume weight associated with the positively valued
 drilling interval. If the drilling interval in the immediately preceding record also was zero, then the record
 for percent retention did not enter the volume-weighted retention analysis. This procedure is based on
 EPA's assumption that measurements associated with no new drilling will reflect characteristics of the
 cuttings generated duringthe previous drillinginterval. EPAhandlednegative intervals drilled, indicating that
 the pipe was pulled up and drillingproceeded ina different direction, as zero and processed suchretention
 values as described above.

 3.3   Estimation of the Mean, Variance, and Upper Percentiles of Well Means (assuming well
      means are normally distributed)

      Table 3 presents arithmetic means and variances of the volume-weighted or uniformly-weighted well
means and upper percentiles (95th and 99th). These estimates were calculated by the following formula,
assuming that both the volume-weighted and uniformly-weighted well means follow a normal distribution:

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           P95 ~
               = X
 where

      xt
      n
= volume-weighted or uniformly-weighted mean of percent retention for the zth well
= total number of wells
= 95th percentile from the standard normal distribution (= 1.645)
      Z0.95
      z0 99 = 99th percentile from the standard normal distribution (= 2.326)

      Suchpercentiles were calculated based on data selected using the factors considered in establishing
final effluent limitations guidelines, standards, and best management practices. These factors included the
type of drilling fluid treatment technology in use, the existence of backup data for the retention on cuttings
measurements, the foreign or domestic location of the well being drilled, and the duration of the period
considered for demonstrating that a well is capable of being drilled using best management practices.

3.4   Compliance Analyses

      Compliance analyses that EPA presents in Tables 4 and 5 provide information on two issues. The
first issue is the likelihood that any given technology will be able to comply with a potential limit without
modifying the technology, operations, or maintenance ofthe drilling fluid treatment system. The second issue
is the predictive ability ofthe demonstration required prior to beginning operations under best management
practices (BMPs). Table 4 displays these estimates for technologies considered under numeric limit Option
1. In numeric limit Option 1, the limit is based on a weighted average of retention on cuttings measurements
frombothcuttings dryer and fines removal technologies. Numeric limits are calculatedunderthe assumption
that 97% ofthe cuttings volume discharged comes from the cuttings dryer technology and 3% ofthe
cuttings volume discharged comes  from the fines removal technology. In numeric limit Option 2, the limit
is based on a discharge from a single cuttings dryer technology.

      In order to estimate the likelihood that any given technology will be able to comply with a potential
limit  without modifying the technology, operations, or maintenance, all useable data were compared to
potential limits associated with a particular combination of factors (see Tables  4 and 5). These factors
included the type of drilling fluid treatment technology in use, the existence ofbackup data for the retention
on cuttings measurements, and the foreign or domestic location ofthe well being drilled.

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      In order to estimate the predictive ability of the demonstrationrequired prior to beginning operations
 under best management practices (BMPs), data from the first one third of the depth drilled using SBF were
 compared to potentiallimits associated witha particular combination of factors (see Tables 4 and 5). These
 results are then arrayed next to those associated with drilling the entire depth drilled using SBF.

 4. Analysis

      Inthis section, EPA discusses the results of the relationship between well depthand percent retention
 on cuttings, distributional, and compliance analyses.

      For proposal2, EPA accepted the industry contentionand assumed that the percent retention of SBF
 on cuttings increased as the depth of the well being drilled increased. However, for the  notice of data
 availability3, EPA found that the available data did not support this assumption. With the submission of data
 subsequent to the notice of data availability, EPAhas again examined this assumption in Figures 1-7. With
 regard to the graphics showing the relationship within individual wells (Figures 1 - 6), EPA again finds that
 the available data do not support the assumption that the percent retention of SBF on cuttings will
 systematically increase as the depth of the well being drilled increases. While the available data do suggest
 such a correlated relationship in some cases,  there are about as many  cases in the available data that
 suggest a relationship in the opposite direction. With regard to the graphics showing the relationship after
 combining all measurements on the same technology subcategory (Figure 7), it is difficult to see any kind
 of a general trend that would not be overwhelmed by the variability between wells.

      For proposal and again for the notice of data availability, EPA found that the data associated with
 individual technologies as implemented in specific countries (considered as the bases  of numeric limits for
 retention on cuttings) were approximately normal in distribution. Again, using inferential  (Table 1) and
 graphical (Figure 8) analytical products to support the final rule, EPA finds that the  data associated with
 individual technologies from specific countries are approximately normal in distribution. However, in
 response to comments, EPA considered basing final limits on combinations of drilling fluid treatment
 technologies as implemented in different countries.

      There are physical, engineering, and statisticalreasons why EPAbelievesthatthese different datasets
 do not come from the same probability distribution. The physical principles and design elements of these
       2White, C., U.S. EPA. Memorandum to Joseph Daly, Energy Branch through Henry Kahn,
Statistics Analysis Section regarding Current Performance, when using Synthetic-Based Drilling Fluids,
for Primary Shakers, Secondary Shakers, and Vibrating Centrifuge and Model Limits for Percent
Retention of Base Fluids on Cuttings for Secondary Shakers and Vibrating Centrifuge. January 29,
1999.

       3EPA, Statistical Analysis of the Percent Retention of Drilling Fluids on Cuttings after
Treatment. March 2000.

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technologies are different (see the development document) and the formation drilled in Canada is claimed
to be significantly harder than that found in the Gulf of Mexico. Additionally, EPA has some question as
to how well the technology was implemented on the Canadian wells since this use of the technology was
conducted without experienced equipment operators. Statistically, Figure 8 shows the Canadian (foreign)
wells using the horizontal centrifuge to have average retention on cuttings measurements that are noticeably
higher than those found in the Gulf of Mexico (USA) when the same technology is in use and that these
Canadian well averages cast doubt on the assumption of a single normal probability distribution. Ifthe data
displayed in a quantile - quantile plot, such as those displayed in Figure 8, really came from the assumed
distribution then the data points would be arrayed in an approximately linear fashion. Underthe assumption
of a normal probability distribution, where the Canadian data are plotted with the horizontal centrifuge data
from the Gulf of Mexico, the Canadiandata clearly do not followthe linear relationship shown with the data
from the Gulf of Mexico. Where the lognormal distribution is assumed, the Canadian data arguably do
followthe same linear relationship shown with the data from the Gulf of Mexico. However, the well average
retention on cuttings measurements from Canada are all higherthan those found in the Gulf of Mexico and
that argues that the Canadiari data do not belong to the same probability distribution as that associated with
the data from the Gulf of Mexico. Since these technologies appear to be physically and statistically different,
a single distribution for retention on cuttings from any combination of cuttings dryer technologies does not
appear to exist.

      The compliance analysis presented in Tables 4 and 5 are intended to display: (1) estimates of the
likelihood that any given technology will be able to comply with a potential limit without modifying the
technology, operations, or maintenance and (2) estimates of the predictive ability of the demonstration
required prior to beginning operations under best management practices (BMPs). In general, these
estimates demonstrate thatthere are some cases where technologies different than those that formthe basis
for a potential limit would be able to meet that limit For example, the first line of Table 5 indicates that  53
wells in EPA's database would be able to meet a limit that Table 3 tells us was based on 41 wells. This
means that at least 8 of the wells in EPA's database were using some technology different than the
technology, basis of that potential limit. These estimates also  demonstrate that, although there is some
increased variability due to the use of a smaller sample size, the BMP demonstration period seems to
provide reasonable predictions  for the well average retention on cuttings achieved when operations and
maintenance are maintained throughout the drilling of the entire well.

5. Final Effluent Limits

     EPA selected two finalnumeric limits for the retention of SBF on cuttings. For drilling fluids withthe
environmental properties of esters (toxicity and bio-degradation), the well-average ROC not to  be
exceeded is 9.4%. This is based on the uniformly weighted within well averages of measurement results
from Cuttings Dryer Technology 1 that include foreign data but exclude measurement results without
backup data. Again, Cuttings Dryer Technology 1 included horizontal centrifuges, vertical  centrifuges,
squeeze presses, and high-G dryers. For all other synthetic based drilling fluids, the well-average ROC
not to be exceeded is 6.9%. This is based on the uniformly weighted within well averages of measurement

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 results from Cuttings Dryer Technology 3 thatinclude foreign data but exclude measurement results without
 backup data. Again, Cuttings Dryer Technology 3 included horizontal and vertical centrifuges. In both
 cases, as was proposed and presented in the notice of data availability, the numeric limit is estimated as the
 95th percentile of a normal distribution for the well-averages.

       Comments in response to the proposal and the notice of data availability suggested considering the
 following factors in the development  of final numeric limits: (a) the hypothesis that retention on cuttings is
 related to the depth drilled, (b) documentation of data, (c)geology of areas in the US that do not currently
 have drilling operations, and (d) flexibility in the choice of technology used to meet final numeric limits.

       Withregardto factor (a) the hypothesis that retention on cuttings is related to the depth drilled, EPA
 rejects this hypothesis based on the analysis presented in section4. As a consequence, final numeric limits
 are based on uniformly weighted well averages as opposed to volume weighted well averages.

       Withregard to considering factor (b) documentationofdata, EPAhas agreed withindustrycomments
 that numeric limits should be based on ROC data where backup data are available to describe how those
 measurement results were obtained. As a consequence, measurement results without backup data were
 excluded from the datasets used to develop final numeric limits.

      Withregard to considering factor (c) the geology of areas in the US that do not currently have drilling
 operations,  EPA has provided a reasonable allowance for the increased  variability expected in such
 locations. EPA provided this allowance by including data for wells that were not drilled in the US, as
 opposed to basing numeric limits on a 99th percentile. Use of the 99th percentile was discussed in the
 notice of data availability but including data from foreign wells directly includes variability associated with
 formations different than those that currently have drilling operations within the United States. Use of the
 99th percentile would have been an alternative method to allow for more  variability but the allowance
 could not be tied to the motivating source ofvariabilily, whichis that due to drilling in areas in the US that
 do not currently have drilling operations. EPA further notes that the well average used for compliance with
 the ROC limit is roughly analogous to the monthly average limits EPA generally sets equal to a 95th
 percentile estimate. EPA generally uses 99th percentile estimates as  the basis for limits set on single
 measurement results4.

     With regard to factor (d) providing flexibility in the choice of technology used to meet final numeric
 limits, EPA included several different technologies in the datasets used to develop two finalnumeric limits.
 Inparticular, the high-G dryer was included in the technology basis used to develop final numeric limits for
 drilling fluids with the environmental properties of ester based drilling fluids. This technology is particularly
 important because it appears to take less space than other technologies and it may fit on drilling rigs that
       4Kahn, H.D. and Rubin, M.B., Use of Statistical Methods in Industrial Water Pollution Control
Regulations in the United States, Environmental Monitoring and Assessment, Volume 12, pages
129-148, 1989.
                                              8

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may not otherwise be able to install a cuttings dryer technology. For wells used in the development of final
numeric limits, three out of six high-G dryers, all five squeeze p'fess units, all eight vertical centrifuges, and
twenty-five out of twenty-six horizontal centrifuges demonstrated their ability to comply with the numeric
limit of 9.4 without further attention to operations, maintenance, or design. For all other SBF drilling fluids,
the numeric limit is based on combining data from the horizontal and vertical centrifuges. Both technologies
are included to provide industry the ability to choose between equipment vendors. For wells used in the
development of the final numeric limits, all eight vertical centrifuges and twenty-four out of twenty-six
horizontal centrifuges demonstrated their ability to comply with the numeric limit of 6.9 without further
attention to operations, maintenance, or design.

     As discussed in section 4, a consequence of both factors (c) and (d) is that using a normal probability
distribution between wells means is a only a rough approximation to the true distribution between well
means. However, in order to provide this industry with the flexibility in selection of drilling fluid treatment
systems necessary to encourage the use of more environmentally benign drilling fluids,  to allow for
variability in drilling through formations that do not currently have drilling operations, and to follow EPA's
proposed methodology for estimating percentiles, EPA based finalnumeric limits on combinations ofdrilling
fluid treatment technologies from both foreign and  domestic wells .  Combining  data from various
technologies and locations  does allow for the calculation of 95th percentiles based on EPA's proposed
methodology. EPA's proposed methodology assumes that the well means are approximately normal in
probability distribution. As proposed, EPA is establishing limits equal to 95th percentiles  estimated from
the performance of wells using the technology bases for ROC limits.

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