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Derivative Financial Instruments (Details) (USD $)
 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 9 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Apr. 13, 2011
CRNF
Term loan facility
Sep. 30, 2012
Derivative agreements
Sep. 30, 2011
Derivative agreements
Sep. 30, 2012
Derivative agreements
Sep. 30, 2011
Derivative agreements
Sep. 30, 2012
Commodity derivatives
Sep. 30, 2012
Commodity derivatives
Sep. 30, 2012
Commodity swap
Sep. 30, 2012
Commodity swap
Sep. 30, 2012
Interest rate swap agreements
Sep. 30, 2011
Interest rate swap agreements
Sep. 30, 2012
Interest rate swap agreements
Sep. 30, 2011
Interest rate swap agreements
Sep. 30, 2012
Designated as hedges
Interest rate swap agreements entered into on June 30, 2011
Term loan facility
Segment
Sep. 30, 2012
Designated as hedges
Interest rate swap agreements entered into on June 30, 2011
CRNF
day
Sep. 30, 2012
Designated as hedges
Interest rate swap agreements entered into on July 1, 2011
Term loan facility
Segment
Sep. 30, 2012
Designated as hedges
Interest rate swap agreements entered into on July 1, 2011
CRNF
day
Sep. 30, 2012
Designated as hedges
Interest rate swap agreements
CRNF
Sep. 30, 2012
Not designated as hedges
Commodity derivative contracts entered into during September 2011
barrel
Derivative Financial Instruments                                              
Realized gain (loss)           $ (53,272,000) $ 66,000 $ (80,426,000) $ (18,298,000)                            
Unrealized (loss) (115,699,000) (9,991,000) (196,980,000) (6,801,000)   (115,699,000) (9,991,000) (196,980,000) (6,801,000) 900,000 (800,000) (116,500,000) (196,100,000)                    
Realized gain (loss) (53,271,000) 66,000 (80,426,000) (18,298,000)   (168,971,000) (9,925,000) (277,406,000) (25,099,000)     (45,300,000) (70,300,000)                    
Portion of net unrealized loss in accrued liabilities                   100,000 100,000                        
Number of barrels                                             26,300,000
Net loss                                             115,600,000
Portion of net unrealized loss in current liabilities                                             106,900,000
Portion of net unrealized loss in long-term liabilities                                             8,700,000
Realized gain (loss)                   (8,000,000) (10,100,000)                        
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)                                           4.59%  
Realized loss on the interest rate swap re-classed from AOCI into interest expense                           $ 200,000 $ 100,000 $ 700,000 $ 100,000