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Fair Value Measurements (Assets And Liabilities Measured At Fair Value On A Recurring Basis) (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Fair Value Measurements [Line Items]
Cash and cash equivalents, Carrying Amount in Consolidated Balance Sheets	$ 119,243us-gaap_CashAndCashEquivalentsAtCarryingValue	$ 103,003us-gaap_CashAndCashEquivalentsAtCarryingValue	$ 146,657us-gaap_CashAndCashEquivalentsAtCarryingValue	$ 238,703us-gaap_CashAndCashEquivalentsAtCarryingValue
Goldman Sachs [Member]
Fair Value Measurements [Line Items]
Cash deposit for collateralized interest rate swap, Carrying Amount in Consolidated Balance Sheets	28,151us-gaap_CollateralAlreadyPostedAggregateFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember	27,783us-gaap_CollateralAlreadyPostedAggregateFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember
Carrying Amount in Consolidated Balance Sheets [Member]
Fair Value Measurements [Line Items]
Cash and cash equivalents, Carrying Amount in Consolidated Balance Sheets	119,243us-gaap_CashAndCashEquivalentsAtCarryingValue / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_CarryingReportedAmountFairValueDisclosureMember	103,003us-gaap_CashAndCashEquivalentsAtCarryingValue / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_CarryingReportedAmountFairValueDisclosureMember
Interest rate swap liability, Carrying Amount in Consolidated Balance Sheets	23,294us-gaap_DerivativeLiabilities / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_CarryingReportedAmountFairValueDisclosureMember	23,389us-gaap_DerivativeLiabilities / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_CarryingReportedAmountFairValueDisclosureMember
Fair Value [Member]
Fair Value Measurements [Line Items]
Cash and cash equivalents, Fair Value	119,243us-gaap_CashAndCashEquivalentsFairValueDisclosure / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_EstimateOfFairValueFairValueDisclosureMember	103,003us-gaap_CashAndCashEquivalentsFairValueDisclosure / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_EstimateOfFairValueFairValueDisclosureMember
Interest rate swap liability, Fair Value	23,294us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_EstimateOfFairValueFairValueDisclosureMember	23,389us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_EstimateOfFairValueFairValueDisclosureMember
Fair Value [Member] | Goldman Sachs [Member]
Fair Value Measurements [Line Items]
Cash deposit for collateralized interest rate swap, Fair Value	28,151neu_CashDepositForCollateralizedInterestRateSwapFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_EstimateOfFairValueFairValueDisclosureMember	27,783neu_CashDepositForCollateralizedInterestRateSwapFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember / us-gaap_FairValueByMeasurementBasisAxis = us-gaap_EstimateOfFairValueFairValueDisclosureMember
Fair Value, Level 1 [Member]
Fair Value Measurements [Line Items]
Cash and cash equivalents, Fair Value	119,243us-gaap_CashAndCashEquivalentsFairValueDisclosure / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member	103,003us-gaap_CashAndCashEquivalentsFairValueDisclosure / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member
Interest rate swap liability, Fair Value	0us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member	0us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member
Fair Value, Level 1 [Member] | Goldman Sachs [Member]
Fair Value Measurements [Line Items]
Cash deposit for collateralized interest rate swap, Fair Value	28,151neu_CashDepositForCollateralizedInterestRateSwapFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member	27,783neu_CashDepositForCollateralizedInterestRateSwapFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member
Fair Value, Level 2 [Member]
Fair Value Measurements [Line Items]
Cash and cash equivalents, Fair Value	0us-gaap_CashAndCashEquivalentsFairValueDisclosure / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member	0us-gaap_CashAndCashEquivalentsFairValueDisclosure / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member
Interest rate swap liability, Fair Value	23,294us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member	23,389us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member
Fair Value, Level 2 [Member] | Goldman Sachs [Member]
Fair Value Measurements [Line Items]
Cash deposit for collateralized interest rate swap, Fair Value	0neu_CashDepositForCollateralizedInterestRateSwapFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member	0neu_CashDepositForCollateralizedInterestRateSwapFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member
Fair Value, Level 3 [Member]
Fair Value Measurements [Line Items]
Cash and cash equivalents, Fair Value	0us-gaap_CashAndCashEquivalentsFairValueDisclosure / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member	0us-gaap_CashAndCashEquivalentsFairValueDisclosure / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member
Interest rate swap liability, Fair Value	0us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member	0us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member
Fair Value, Level 3 [Member] | Goldman Sachs [Member]
Fair Value Measurements [Line Items]
Cash deposit for collateralized interest rate swap, Fair Value	$ 0neu_CashDepositForCollateralizedInterestRateSwapFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member	$ 0neu_CashDepositForCollateralizedInterestRateSwapFairValue / us-gaap_DerivativeByNatureAxis = neu_GoldmanSachsMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member

X

- Definition

This element represents the portion of the balance sheet assertion valued at fair value by the entity whether such amount is presented as a separate caption or as a parenthetical disclosure. Additionally, this element may be used in connection with the fair value disclosures required in the footnote disclosures to the financial statements. The element may be used in both the balance sheet and disclosure. This item represents the aggregate of all deposit assets held by the entity for interest rate swaps.

+ References

No definition available.

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Amount of currency on hand as well as demand deposits with banks or financial institutions. Includes other kinds of accounts that have the general characteristics of demand deposits. Also includes short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Excludes cash and cash equivalents within disposal group and discontinued operation.

+ References

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-Publisher FASB

-Name Accounting Standards Codification

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Fair value portion of currency on hand as well as demand deposits with banks or financial institutions. Includes other kinds of accounts that have the general characteristics of demand deposits. Also includes short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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- Definition

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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- Definition

Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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