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Financial Instruments and Fair Value Measurements (Narrative) (Details) (USD $)
In Thousands, unless otherwise specified
 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 9 Months Ended 12 Months Ended 9 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Period From October 2013 Through December 2013 [Member]
Sep. 30, 2013
Period From January 2014 Through December 2014 [Member]
Sep. 30, 2013
Reclassification out of Accumulated Other Comprehensive Income [Member]
Sep. 30, 2013
Interest Rate Swap [Member]
Sep. 30, 2012
Interest Rate Swap [Member]
Sep. 30, 2013
Interest Rate Swap [Member]
Sep. 30, 2012
Interest Rate Swap [Member]
Sep. 30, 2013
Forward Contracts [Member]
Sep. 30, 2013
Forward Contracts [Member]
Dec. 31, 2012
Forward Contracts [Member]
Sep. 30, 2013
Commodity Contract [Member]
lb
Dec. 31, 2012
Commodity Contract [Member]
lb
Sep. 30, 2013
Commodity Contract [Member]
Period From October 2013 Through December 2013 [Member]
lb
Sep. 30, 2013
Commodity Contract [Member]
Period From January 2014 Through December 2014 [Member]
lb
Sep. 30, 2013
Senior Notes [Member]
Dec. 31, 2012
Senior Notes [Member]
Secured long-term debt, noncurrent                                     $ 175,000 $ 175,000
Fair value of long-term debt                                     190,313 188,895
Gain (loss) on derivative instruments held for trading purposes, net (655)   (97)                 (489) (404)              
Notional amount of derivatives designated as cash flow hedging instruments         12,125 45,000           57,125 [1] 57,125 [1] 36,500 [1]            
Notional amount of derivatives not designated as hedging instruments                       13,293 [1] 13,293 [1] 12,643 [1]            
Fixed price commodity contracts (in pounds)                             1,937,000 [1] 2,436,000 [1] 763,000 1,174,000    
Interest rate swap, notional amount               45,000   45,000                    
Discription of variable rate basis of derivative                   the Company pays a variable interest rate equal to the six-month London Interbank Offered Rate ("LIBOR") plus 7.2%                    
Variable interenst rate               7.20%   7.20%                    
Fixed interest rate                                     9.50%  
Increase (decrease) in interest expense               (222) (241) (644) (634)                  
Fixed interest rate               9.50%   9.50%                    
Cash flow hedge gain reclassified to earnings 5,513 589 16,187 1,037                                
Amount from cash flow hedge derivatives to be reclassified             $ 229                          
[1] Notional amounts represent the gross contract / notional amount of the derivatives outstanding. The fixed price commodity contract notional amounts are in pounds.