POWER OF ATTORNEY

Know all by these presents, that the undersigned hereby constitutes and
appoints each of Michael J. Rohleder and James A. Merrill, singly and not
jointly, the undersigned's true and lawful attorney-in-fact to:

         (1)      execute, deliver and file for and on behalf of the undersigned
                  Forms 3, 4 and 5 relating to securities of GMX Resources,
                  Inc. (the "Company") in accordance with Section 16(a) of the
                  Securities Exchange Act of 1934, as amended, and the rules
                  thereunder;

         (2)      do and perform any and all acts for and on behalf of the
                  undersigned which may be necessary or desirable to complete
                  and execute any such Form 3, 4 or 5 and timely file such form
                  with the United States Securities and Exchange Commission and
                  any stock exchange or other authority; and

         (3)      take any other action of any type whatsoever in connection
                  with the foregoing which, in the opinion of such
                  attorney-in-fact, may be of benefit to, in the best interest
                  of, or legally required by, the undersigned.

The undersigned hereby grants to each such attorney-in-fact full power
and authority to do and perform any and all acts and things whatsoever
requisite, necessary and proper to be done in the exercise of any of the rights
and powers herein granted, as fully to all intents and purposes as the
undersigned might or could do if personally present, with full power of
substitution or revocation, hereby ratifying and confirming all that such
attorney-in-fact, or such attorney-in-fact's substitute or substitutes, shall
lawfully do or cause to be done by virtue of this power of attorney and the
rights and powers herein granted. The undersigned acknowledges that the
foregoing attorneys-in-fact, in serving in such capacity at the request of the
undersigned, are not assuming any of the undersigned's responsibilities to
comply with Section 16 of the Securities Exchange Act of 1934, as amended. This
Power of Attorney shall remain in full force and effect until the undersigned is
no longer required to file Forms 3, 4 and 5 with respect to the undersigned's
holdings of and transactions in securities issued by the Company, unless earlier
revoked by the undersigned in a signed writing delivered to the foregoing
attorneys in fact.

IN WITNESS WHEREOF, the undersigned has caused this Power of Attorney
to be executed as of this 2nd day of August, 2011.

                                          /s/ James A. Merrill
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                                          Signature

                                          James A. Merrill
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                                          Print Name

Merrill James A 4