v3.10.0.1

DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details) bbl in Millions			1 Months Ended	3 Months Ended	9 Months Ended
	Sep. 30, 2018 USD ($) bbl	Dec. 31, 2017 USD ($) bbl	Apr. 30, 2018 USD ($)	Sep. 30, 2018 USD ($)	Sep. 30, 2018 USD ($)	Apr. 15, 2018
Derivative [Line Items]
Cash received from termination of interest rate swaps			$ 8,000,000
Number of forecasted interest payments probable not to occur				1
Loss due to forecasted interest payment probable not to occur				$ 300,000
Margin deposit	$ 400,000	$ 300,000		400,000	$ 400,000
Interest rate swaps | Cash Flow Hedges
Derivative [Line Items]
Interest rate swaps interest rate received					receive a rate based on the three-month USD LIBOR
Notional amount of forward-starting interest rate swaps	$ 250,000,000	$ 600,000,000		$ 250,000,000	$ 250,000,000
Notional amount of forward-starting interest rate swaps terminated			$ 350,000,000
Commodity contracts
Derivative [Line Items]
Notional amount of commodity contracts, volume (in barrels) | bbl	0.2	1.2
Logistics Notes due 2018 [Member]
Derivative [Line Items]
Stated interest rate						7.65%

X

- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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Aggregate notional amount that was terminated specified by the derivative(s).

+ References

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- Definition

Interest rate received under the terms of the interest rate swap agreements.

+ References

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- Definition

Number of forecasted interest payments probable not to occur

+ References

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- Definition

Contractual interest rate for funds borrowed, under the debt agreement.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SX 210.5-02.22(a)(1))
-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

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- Definition

The amount of cash received during the period on settlement of a hedge.

+ References

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

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- Definition

The amount of net gain (loss) reclassified into earnings when interest rate cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (e)
-URI http://asc.fasb.org/extlink&oid=112277219&loc=d3e80748-113994

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- Definition

The amount of cash or securities placed with a broker or counterparty as security for a trading or derivatives securities position which was partially obtained with funds provided by the broker dealer.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 10
-Section S99
-Paragraph 1
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-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

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