Derivative Financial Instruments (Narrative) (Details) (USD $)	6 Months Ended		12 Months Ended		6 Months Ended	3 Months Ended	6 Months Ended
	Dec. 31, 2011	Jun. 30, 2011	Dec. 31, 2012	Mar. 31, 2012	Jun. 30, 2011 Through April 2018 [Member]	Jun. 30, 2011 2011 Diesel Swaps [Member] bbl	Jun. 30, 2011 2013 - Collar Contracts With Short Puts [Member] bbl	Jun. 30, 2011 2014 - Collar Contracts With Short Puts [Member] bbl
Short Puts Contract Volume							10,000	10,000
Contract Ceiling Price							127.51	131.68
Contract Floor Price							90.00	90.00
Contract Short Put Price							67.00	67.00
Diesel swap contract notional volume Bbls per day						250
Average fixed price per Bbl						123.90
Terminated Interest Rate Derivatives, Notional Amount		$ 470,000,000
Proceeds from termination of interest rate derivatives		26,100,000
Net deferred gains on the effective portions of discontinued commodity hedges		13,400,000
Net deferred losses on the effective portions of discontinued interest rate hedges		1,800,000			1,800,000
Net deferred gains or losses associated to net deferred tax provisions		1,800,000
Net deferred gains or losses attributable to noncontrolling interests		6,900,000
Expected to reclassify accumulated other comprehensive income - Hedging net deferred gains				15,000,000
Accumulated other comprehensive income - Hedging net deferred gains related to noncontrolling interests				7,000,000
Cash flow hedge loss reclassified to interest expense				299,000
Expected to reclassify net deferred income tax provision				2,800,000
Expected to reclassify deferred gains (losses) on discontinued commodity hedges	16,600,000
Expected to reclassify accumulated other comprehensive income - Hedging net deferred losses			$ 3,200,000