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Derivative Financial Instruments (Details) (USD $)
 3 Months Ended 12 Months Ended 3 Months Ended 12 Months Ended 12 Months Ended
Dec. 31, 2013
Sep. 30, 2013
Jun. 30, 2013
Mar. 31, 2013
Dec. 31, 2012
Sep. 30, 2012
Jun. 30, 2012
Mar. 31, 2012
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2011
Dec. 31, 2013
Derivative agreements
Dec. 31, 2012
Derivative agreements
Dec. 31, 2011
Derivative agreements
Dec. 31, 2013
Commodity derivatives
Dec. 31, 2012
Commodity derivatives
Dec. 31, 2011
Commodity derivatives
Dec. 31, 2013
Commodity swap
Dec. 31, 2012
Commodity swap
Dec. 31, 2011
Commodity swap
Dec. 31, 2013
Interest rate swap agreements
Dec. 31, 2012
Interest rate swap agreements
Dec. 31, 2011
Interest rate swap agreements
Dec. 31, 2013
Not designated as hedges
Commodity swap
bbl
Dec. 31, 2012
Not designated as hedges
Commodity swap
bbl
Jun. 30, 2010
Not designated as hedges
Interest rate swap agreements
CRLLC
Dec. 31, 2013
Designated as hedges
Interest rate swap agreements
CRNF
Jun. 30, 2011
Designated as hedges
Interest rate swap agreements
CRNF
agreement
Apr. 13, 2011
Designated as hedges
Interest rate swap agreements
CRNF
Dec. 31, 2013
Designated as hedges
Interest rate swap agreements entered into on June 30, 2011
CRNF
Jun. 30, 2011
Designated as hedges
Interest rate swap agreements entered into on June 30, 2011
CRNF
Dec. 31, 2013
Designated as hedges
Interest rate swap agreements entered into on July 1, 2011
CRNF
Jun. 30, 2011
Designated as hedges
Interest rate swap agreements entered into on July 1, 2011
CRNF
Derivative Financial Instruments                                                                  
Realized gain (loss)                 $ (6,400,000) $ 137,600,000 $ 7,200,000 $ 6,400,000 $ (137,600,000) $ (7,200,000)                                      
Gain (loss) on derivatives, net (115,900,000) 72,500,000 120,500,000 (20,000,000) (8,200,000) (168,900,000) 38,800,000 (147,200,000) 57,100,000 (285,600,000) 78,100,000 57,100,000 (285,600,000) 78,100,000 (2,900,000) (11,700,000) (2,600,000) 60,100,000 (273,900,000) 80,400,000                          
Number of barrels                                               23,300,000 23,300,000                
Gross Liabilities                                               16,100,000 66,800,000                
Portion of net unrealized gain in current assets                                               900,000                  
Portion of net unrealized gain in long-term assets                                               100,000 900,000                
Portion of net unrealized loss in current liabilities                                               15,300,000 67,700,000                
Portion of net unrealized loss in long-term liabilities                                               1,800,000                  
Number of floating-to-fixed interest rate swap agreements                                                       2          
Borrowing capacity on credit facility                                                         125,000,000.0        
Aggregate notional amount                                                       62,500,000          
Floating rate basis                                                   Three months LIBOR       three month LIBOR   three month LIBOR  
Fixed rate (as a percent)                                                             1.94%   1.975%
Settlement period                                                           90 days   90 days  
Average fixed rate of interest (as a percent)                                                       1.96%          
Effective rate (as a percent)                                                     4.56%            
Realized loss on the interest rate swap re-classed from AOCI into interest expense                                         (1,100,000) (1,000,000) (300,000)                    
Gain (loss) recognized                                         (200,000) (1,400,000) (3,100,000)                    
Gross Amounts Offsets                                         $ 0 $ 0