v3.3.1.900
DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details)
bbl in Millions
 3 Months Ended 12 Months Ended
Dec. 31, 2015
USD ($)
bbl
Dec. 31, 2014
USD ($)
bbl
Jun. 30, 2013
USD ($)
Dec. 31, 2015
USD ($)
Dec. 31, 2014
USD ($)
Dec. 31, 2013
USD ($)
Derivative [Line Items]            
(Payments for) proceeds from termination of interest rate swaps       $ 0 $ 0 $ (33,697,000)
Fair Market Value of Unwound Fixed-to-Floating Interest Rate Swap $ 26,300,000     26,300,000    
Fair Market Value of Unwound Forward Starting Interest Rate Swap 29,300,000     29,300,000    
Interest rate swaps | Cash Flow Hedges            
Derivative [Line Items]            
Notional amount of interest rate swaps $ 600,000,000.0 $ 0   $ 600,000,000.0 $ 0  
Interest Rate Swaps Interest Rate Received       receive a rate based on three month USD LIBOR    
Terminated interest rate swaps, hedged debt instruments           6.05% senior notes due March 15, 2013 and 5.875% senior notes due June 1, 2013
Terminated interest rate swaps, notional amount           $ 275,000,000
(Payments for) proceeds from termination of interest rate swaps           $ (33,700,000)
Discontinued forward-starting interest rate swaps, Gain (Loss)     $ (2,000,000)      
Commodity contracts            
Derivative [Line Items]            
Notional amount of commodity contracts, in barrels | bbl 8.0 4.7