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DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details) (USD $)
 12 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2009
Derivative [Line Items]      
New and Terminated Interest Rate Swap, Notional Amount $ 40,000,000    
New and Terminated Interest Rate Swaps, Hedged Debt Instruments 7.65% senior notes    
Terminated interest rate swaps, notional amount 617,500,000    
Terminated interest rate swaps, hedged debt instruments 4.80%, 6.05% and 6.875% senior notes    
Proceeds from termination of interest rate swaps 33,433,000 0 0
New Interest Rate Swap, Notional Amount 270,000,000    
New Interest Rate Swaps, Hedged Debt Instruments 4.80% senior notes    
New Interest Rate Swaps, Interest Rate Received 4.80%    
New Interest Rate Swaps, Pay Rate variable rate based on one month USD LIBOR plus a percentage that varies with each agreement    
Notional amount of fixed-to-floating interest rate swaps 270,000,000 617,500,000  
Weighted-average interest rate paid, fixed-to-floating interest rate swaps 3.10% 2.40%  
Notional amount of forward-starting interest rate swaps 500,000,000 500,000,000  
Volume of commodity contracts (in barrels) 27,800,000 12,800,000  
Margin deposits 1,083,000 17,787,000  
Gain (loss) to be reclassified during next 12 months, commodity contracts 1,900,000    
Gain (loss) to be reclassified during next 12 months, forward-starting interest rate swaps (2,200,000)    
Maximum length of time hedged, forward-starting interest rate swaps two years    
Maximum length of time hedged, commodity contracts four years    
San Antonio Refinery Cash Flow Hedges [Member]
      
Derivative [Line Items]      
San Antonio Refinery Hedges, Gain (Loss) 16,400,000    
San Antonio Refinery Hedges, Gain (Loss) Reclassified From AOCI $ 15,100,000