FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES (Details) (Fair Value, Measurements, Recurring, USD $) In Thousands, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Total [Member]
Assets [Abstract]
Available-for-sale Securities	$ 8,990	[1]	$ 8,696	[1]
Derivatives - Energy Related Assets	407	[2]	1,500	[2]
Total Assets	9,397		10,196
Liabilities [Abstract]
Derivatives - Energy Related Liabilities	3,268	[2]	759	[2]
Derivatives - Other	5,778	[3]	3,735	[3]
Total Liabilities	9,046		4,494
Level 1
Assets [Abstract]
Available-for-sale Securities	8,990	[1]	8,696	[1]
Derivatives - Energy Related Assets	405	[2]	1,409	[2]
Total Assets	9,395		10,105
Liabilities [Abstract]
Derivatives - Energy Related Liabilities	1,287	[2]	155	[2]
Derivatives - Other	0	[3]	0	[3]
Total Liabilities	1,287		155
Level 2
Assets [Abstract]
Available-for-sale Securities	0	[1]	0	[1]
Derivatives - Energy Related Assets	2	[2]	91	[2]
Total Assets	2		91
Liabilities [Abstract]
Derivatives - Energy Related Liabilities	1,981	[2]	604	[2]
Derivatives - Other	5,778	[3]	3,735	[3]
Total Liabilities	7,759		4,339
Level 3
Assets [Abstract]
Available-for-sale Securities	0	[1]	0	[1]
Derivatives - Energy Related Assets	0	[2]	0	[2]
Total Assets	0		0
Liabilities [Abstract]
Derivatives - Energy Related Liabilities	0	[2]	0	[2]
Derivatives - Other	0	[3]	0	[3]
Total Liabilities	$ 0		$ 0

[1] Available-for-Sale Securities include securities that are traded in active markets. The securities traded in active markets are valued using the quoted principal market close prices that are provided by the trustees and are categorized in Level 1 in the fair value hierarchy.

[2] Derivatives – Energy Related Assets and Liabilities are traded in both exchange-based and non-exchange-based markets. Exchange-based contracts are valued using unadjusted quoted market sources in active markets and are categorized in Level 1 in the fair value hierarchy. Certain non-exchange-based contracts are valued using indicative price quotations available through brokers or over-the-counter, on-line exchanges and are categorized in Level 2. These price quotations reflect the average of the bid-ask mid-point prices and are obtained from sources that management believes provide the most liquid market. Management reviews and corroborates the price quotations to ensure the prices are observable which includes consideration of actual transaction volumes, market delivery points, bid-ask spreads and contract duration.

[3] Derivatives – Other, include interest rate swaps that are valued using quoted prices on commonly quoted intervals, which are interpolated for periods different than the quoted intervals, as inputs to a market valuation model. Market inputs can generally be verified and model selection does not involve significant management judgment.