v2.4.0.6
DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details) (USD $)
 3 Months Ended
Mar. 31, 2012
Mar. 31, 2011
Dec. 31, 2011
Derivative [Line Items]      
New interest rate swaps, notional amount $ 200,000,000    
New interest rate swaps, hedged debt instruments 4.75% senior notes    
New interest rate swaps, interest rate received 4.75%    
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 470,000,000   270,000,000
Weighted-average interest rate paid, fixed-to-floating interest rate swaps 2.90%    
Terminated interest rate swaps, notional amount 225,000,000    
Proceeds from (payments for) termination of interest rate swaps (25,358,000) 0  
Notional amount of forward-starting interest rate swaps 275,000,000   500,000,000
Volume of commodity contracts (in barrels) 42,300,000   27,800,000
Margin Deposit 6,600,000   1,100,000
Gain (loss) to be reclassified during next 12 months, commodity contracts (24,300,000)    
Gain (loss) to be reclassified during next 12 months, forward-starting interest rate swaps $ (2,500,000)    
Maximum length of time hedged, commodity contracts three years    
Maximum length of time hedged, forward-starting interest rate swaps one year