v2.4.0.8
Derivative Financial Instruments (Narrative) (Details) (USD $)
3 Months Ended 6 Months Ended 3 Months Ended 12 Months Ended 6 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Dec. 31, 2013
Jun. 30, 2014
Cash Flow Hedging [Member]
Interest Rate Contract [Member]
Mar. 31, 2014
Cash Flow Hedging [Member]
Interest Rate Contract [Member]
Dec. 31, 2012
Cash Flow Hedging [Member]
Interest Rate Contract [Member]
Jun. 30, 2014
Fair Value Hedging [Member]
bbl
Jun. 30, 2014
Fair Value Hedging [Member]
NYMEX Commodity Contracts [Member]
bbl
Jun. 30, 2014
Fair Value Hedging [Member]
NYMEX Commodity Contracts [Member]
Other Noncurrent Assets [Member]
Jun. 30, 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 2,900,000,000.0   2,900,000,000.0   2,700,000,000.0   250,000,000          
Debt Instrument, Interest Rate, Stated Percentage             5.15%          
Net loss on cash flow hedges(1) 0 [1] 0 [1] (3,613,000) [1] (4,560,000) [1]     (3,613,000) 11,000,000        
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net           183,000            
Energy commodity derivatives deposits 29,070,000   29,070,000   14,782,000              
Derivative, Nonmonetary Notional Amount                 700,000 700,000    
Unrealized Gain (Loss) From Fair Value Hedge Agreements                   (14,900,000) (14,700,000) (200,000)
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months     $ (300,000)                  
[1] See Note 9–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.