v2.4.0.8
Derivative Financial Instruments (Narrative) (Details) (USD $)
3 Months Ended 3 Months Ended 12 Months Ended 3 Months Ended
Mar. 31, 2014
Mar. 31, 2013
Dec. 31, 2013
Mar. 31, 2014
Interest Rate Contract [Member]
Mar. 31, 2013
Interest Rate Contract [Member]
Mar. 31, 2013
NYMEX Commodity Contracts [Member]
Mar. 31, 2014
Cash Flow Hedging [Member]
Interest Rate Contract [Member]
Dec. 31, 2012
Cash Flow Hedging [Member]
Interest Rate Contract [Member]
Mar. 31, 2014
Fair Value Hedging [Member]
bbl
Mar. 31, 2014
Fair Value Hedging [Member]
NYMEX Commodity Contracts [Member]
bbl
Mar. 31, 2014
Fair Value Hedging [Member]
NYMEX Commodity Contracts [Member]
Other Noncurrent Assets [Member]
Mar. 31, 2014
Fair Value Hedging [Member]
NYMEX Commodity Contracts [Member]
Other Current Assets [Member]
Derivative [Line Items]                        
Derivative, Notional Amount             $ 200,000,000          
Debt Instrument, Face Amount 2,900,000,000   2,700,000,000       250,000,000          
Debt Instrument, Interest Rate, Stated Percentage             5.15%          
Net loss on cash flow hedges(1) (3,613,000) [1] (4,560,000) [1]   (3,613,000) 0 (4,560,000) (3,613,000) 11,000,000        
Energy commodity derivatives deposits 12,714,000   14,782,000                  
Derivative, Nonmonetary Notional Amount                 700,000 700,000    
Unrealized Gain (Loss) From Fair Value Hedge Agreements                   (9,600,000) (9,600,000) (100,000)
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months $ (400,000)                      
[1] See Note 8–Derivative Financial Instruments for details of the amount of gain/loss recognized in accumulated other comprehensive loss ("AOCL") on derivatives and the amount of gain/loss reclassified from AOCL into income.