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Derivative Financial Instruments (Details) (USD $)
 3 Months Ended 12 Months Ended 12 Months Ended 3 Months Ended
Dec. 31, 2012
Sep. 30, 2012
Jun. 30, 2012
Mar. 31, 2012
Dec. 31, 2011
Sep. 30, 2011
Jun. 30, 2011
Mar. 31, 2011
Dec. 31, 2012
Dec. 31, 2011
Dec. 31, 2010
Apr. 13, 2011
CRNF
Term loan facility
Dec. 31, 2012
Derivative agreements
Dec. 31, 2011
Derivative agreements
Dec. 31, 2010
Derivative agreements
Dec. 31, 2012
Commodity derivatives
Dec. 31, 2012
Commodity swap
Dec. 31, 2011
Commodity swap
Dec. 31, 2012
Interest rate swap agreements
Dec. 31, 2011
Interest rate swap agreements
Dec. 31, 2010
Interest rate swap agreements
Dec. 31, 2012
Designated as hedges
Interest rate swap agreements entered into on June 30, 2011
CRNF
D
Dec. 31, 2012
Designated as hedges
Interest rate swap agreements entered into on July 1, 2011
CRNF
D
Dec. 31, 2012
Designated as hedges
Interest rate swap agreements
CRNF
agreement
Jul. 01, 2011
Designated as hedges
Interest rate swap agreements
CRNF
agreement
Dec. 31, 2012
Not designated as hedges
Commodity derivative contracts entered into during September 2011
bbl
Dec. 31, 2011
Not designated as hedges
Commodity derivative contracts entered into during September 2011
bbl
Jun. 30, 2010
Not designated as hedges
Interest rate swap agreements
CRLLC
Mar. 31, 2010
Not designated as hedges
Interest rate swap agreements
CRLLC
Derivative Financial Instruments                                                          
Realized gain (loss)                         $ (137,565,000) $ (7,182,000) $ 721,000           $ (2,860,000)                
Unrealized (loss) 48,953,000 (115,699,000) 46,886,000 (128,167,000) 92,063,000 (9,991,000) 6,448,000 (3,258,000) (148,027,000) 85,262,000 634,000   (148,027,000) 85,262,000 (2,196,000) (800,000) (147,300,000) 80,400,000 400,000 2,400,000 2,830,000                
Realized gain (loss) on other derivatives (57,139,000) (53,271,000) (8,069,000) (19,086,000) 11,116,000 66,000 484,000 (18,848,000) (137,565,000) (7,182,000) (2,139,000)           126,600,000 0                      
Total gain (loss) on derivatives, net                 (285,592,000) 78,080,000 (1,505,000)                                    
Portion of net unrealized loss in other current liabilities                               14,000                          
Number of barrels                                                   23,300,000 13,000,000    
Net unrealized loss                                                   66,800,000      
Portion of net unrealized loss in current liabilities                                                   67,700,000      
Net unrealized gain                                                     80,400,000    
Portion of net unrealized gain in current assets                                                     61,600,000    
Portion of net unrealized gain in long-term assets                                                   900,000 18,800,000    
Realized gain (loss)                               10,900,000                          
Number of floating-to-fixed interest rate swap agreements                                               2 2        
Borrowing capacity on credit facility                       125,000,000                       125,000,000          
Aggregate notional amount                                               62,500,000       110,000,000 180,000,000
Floating rate basis                                           Three months LIBOR Three months LIBOR         Three months LIBOR  
Fixed rate (as a percent)                                           1.94% 1.975%         4.195%  
Settlement period (in days)                                           90 90            
Average fixed rate of interest (as a percent)                                               1.96%          
Effective rate (as a percent)                                               4.58%          
Realized loss on the interest rate swap re-classed from AOCI into interest expense                                     $ 1,000,000 $ 400,000