## Haskell, <s>37</s> 36 bytes

    g n|odd n=[-div n 2..div n 2]|1<2=[]

Unbalanced is indicated by the empty list. Usage example: `g 7` ->
`[-3,-2,-1,0,1,2,3]`.

Alternatives with the same length are:

* `g n=[x|x<-[-div n 2..(n+1)/2],odd n]` as suggested by @xnor
* `g n=cycle[[],[-div n 2..div n 2]]!!n`