v2.4.0.6
DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details) (USD $)
 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Dec. 31, 2011
Derivative [Line Items]      
Notional amount of fixed-to-floating interest rate swaps $ 0   $ 270,000,000
Proceeds from (payments for) termination of interest rate swaps (5,678,000) 12,632,000  
Notional amount of forward-starting interest rate swaps 275,000,000   500,000,000
Volume of commodity contracts (in barrels) 23,000,000   27,800,000
Gain (loss) to be reclassified during next 12 months, commodity contracts (25,600,000)    
Gain (loss) to be reclassified during next 12 months, forward-starting interest rate swaps (4,200,000)    
Maximum length of time hedged, commodity contracts 3 years    
Maximum length of time hedged, forward-starting interest rate swaps 1 year    
Interest Rate Contract Fair Value Hedge [Member]
      
Derivative [Line Items]      
New and Terminated Interest Rate Swap, Notional Amount 200,000,000    
New and Terminated 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 varied with each agreement    
Terminated interest rate swaps, hedged debt instruments 4.80% senior notes    
Terminated interest rate swaps, notional amount 270,000,000    
Proceeds from (payments for) termination of interest rate swaps 19,700,000    
Interest Rate Contract Cash Flow Hedge [Member]
      
Derivative [Line Items]      
Terminated interest rate swaps, hedged debt instruments 4.75% senior notes    
Terminated interest rate swaps, notional amount 225,000,000    
Proceeds from (payments for) termination of interest rate swaps $ (25,400,000)