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Derivative Financial Instruments (Details) (USD $)
 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 1 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Apr. 13, 2011
CRNF
Term loan facility
Jun. 30, 2012
Other derivative agreements
Jun. 30, 2011
Other derivative agreements
Jun. 30, 2012
Other derivative agreements
Jun. 30, 2011
Other derivative agreements
Jun. 30, 2012
Commodity derivatives
Jun. 30, 2012
Commodity derivatives
Jun. 30, 2012
Commodity swap
Jun. 30, 2012
Commodity swap
Jun. 30, 2012
Interest rate swap agreements
Jun. 30, 2012
Interest rate swap agreements
Jun. 30, 2012
Designated as hedges
Interest rate swap agreements entered into on June 30, 2011
Term loan facility
Segment
Jun. 30, 2012
Designated as hedges
Interest rate swap agreements entered into on June 30, 2011
CRNF
day
Jun. 30, 2012
Designated as hedges
Interest rate swap agreements entered into on July 1, 2011
Term loan facility
Segment
Jun. 30, 2012
Designated as hedges
Interest rate swap agreements entered into on July 1, 2011
CRNF
day
Jun. 30, 2010
Designated as hedges
Interest rate swap agreements
CRNF
Jun. 30, 2012
Designated as hedges
Interest rate swap agreements
CRNF
Jun. 30, 2012
Not designated as hedges
Commodity derivative contracts entered into during September 2011
barrel
Derivative Financial Instruments                                            
Realized gain (loss)           $ (8,069,000) $ 484,000 $ (27,155,000) $ (18,364,000)                          
Unrealized gain (loss) 46,886,000 6,448,000 (81,281,000) 3,190,000   46,886,000 6,448,000 (81,281,000) 3,190,000 (1,900,000) (1,700,000) 48,700,000 (79,600,000)                  
Realized gain (loss) (8,069,000) 484,000 (27,155,000) (18,364,000)   38,817,000 6,932,000 (108,436,000) (15,174,000)     (14,000,000) (25,000,000)                  
Portion of net unrealized loss in accrued liabilities                   900,000 900,000                      
Number of barrels                                           13,500,000
Net liability                                           100,000
Portion of net unrealized loss in current liabilities                                           6,100,000
Portion of net unrealized loss in long-term liabilities                                           (1,200,000)
Portion of net unrealized gain (loss) in current assets                                           6,900,000
Realized gain (loss)                   6,000,000 (2,200,000)                      
Portion of net unrealized gain in long-term assets                                           300,000
Number of agreements                               2   2        
Borrowing capacity on credit facility         125,000,000                               125,000,000  
Aggregate notional amount                                         62,500,000  
Floating rate basis                                 Three months LIBOR   Three months LIBOR Three months LIBOR    
Fixed rate (as a percent)                                 1.94%   1.975%      
Settlement period (in days)                                 90   90      
Average fixed rate of interest (as a percent)                                         1.96%  
Effective rate (as a percent)                                         4.60%  
Realized loss on the interest rate swap re-classed from AOCI into interest expense                           $ 200,000 $ 500,000