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Derivative instruments (Details) (USD $)
3 Months Ended9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Dec. 31, 2010
Derivative instruments [Abstract]     
Forward notional volumes of natural gas swap agreements for derivative instruments not designated as hedging instruments in MMBtu's676,000 676,000  
Change in fair value of derivative instruments not designated as hedging instruments recorded as an increase (decrease) to regulatory assets$ 414,000$ 2,700,000$ (8,100,000)$ (6,300,000) 
Derivative instruments with credit-risk-related contingent features, net liability position, aggregate fair value1,300,000 1,300,000  
Aggregate Fair Value for Cascade and/or Intermountain of Assets Needed for Immediate Settlement if credit-risk-related contingent features were triggered1,300,000 1,300,000  
Nonmonetary notional forward amount of natural gas swap, collar and/or put agreements in MMBtu, derivative instruments designated as cash flow hedging instruments16,400,000 16,400,000  
Nonmonetary Notional forward Amount of natural gas basis swap agreements in million MMBtu, Derivative Instruments Designated as cash flow hedging Instruments8,200,000 8,200,000  
Nonmonetary Notional forward Amount of oil swap, collar and/or put agreements in Bbl, Derivative Instruments Designated as cash flow hedging Instruments3,100,000 3,100,000  
Oil call option agreement with total forward notional volumes (in Bbl)92,000 92,000  
Notional amount of interest rate swap agreements60,000,000 60,000,000  
Gain on the derivative instrument that did not qualify for hedge accounting reported in operating revenues157,000 336,000  
Maximum Length of Time Hedged in swap, collar and/or put cash flow hedge agreements in months  27  
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months from AOCI into earnings  23,000,000  
Derivative instruments with credit-risk-related contingent features, Net Liability Position, Aggregate Fair Value for Fidelity and Centennial5,200,000 5,200,000  
Assets Needed for Immediate Settlement if credit-risk-related contingent feature triggered, Aggregate Fair Value for Fidelity and Centennial5,200,000 5,200,000  
Derivatives, Fair Value [Line Items]     
Asset Derivatives Designated as Hedges54,033,00035,226,00054,033,00035,226,00019,227,000
Asset Derivatives Not Designated as Hedges336,0000336,00000
Total Asset Derivatives54,369,00035,226,00054,369,00035,226,00019,227,000
Liability Derivatives Designated as Hedges5,371,0006,494,0005,371,0006,494,00021,552,000
Liability Derivatives Not Designated as Hedges1,305,00021,572,0001,305,00021,572,0009,359,000
Total Liability Derivatives6,676,00028,066,0006,676,00028,066,00030,911,000
Commodity Contract [Member] | Other liabilities noncurrent [Member]
     
Derivatives, Fair Value [Line Items]     
Liability Derivatives Designated as Hedges157,0001,845,000157,0001,845,0006,483,000
Liability Derivatives Not Designated as Hedges0418,0000418,0000
Commodity Contract [Member] | Other assets noncurrent [Member]
     
Derivatives, Fair Value [Line Items]     
Asset Derivatives Designated as Hedges15,575,0008,423,00015,575,0008,423,0004,104,000
Interest Rate Swap [Member] | Other liabilities noncurrent [Member]
     
Derivatives, Fair Value [Line Items]     
Liability Derivatives Designated as Hedges3,491,00003,491,00000
Commodity derivative instruments - current assets [Member]
     
Derivatives, Fair Value [Line Items]     
Asset Derivatives Designated as Hedges38,458,00026,803,00038,458,00026,803,00015,123,000
Asset Derivatives Not Designated as Hedges336,0000336,00000
Commodity derivative instruments - current liabilities [Member]
     
Derivatives, Fair Value [Line Items]     
Liability Derivatives Designated as Hedges1,723,0004,649,0001,723,0004,649,00015,069,000
Liability Derivatives Not Designated as Hedges$ 1,305,000$ 21,154,000$ 1,305,000$ 21,154,000$ 9,359,000