Derivative Financial Instruments (Narrative) (Details) (USD $)	9 Months Ended	12 Months Ended		9 Months Ended			9 Months Ended		9 Months Ended		9 Months Ended			3 Months Ended		9 Months Ended				9 Months Ended
	Sep. 30, 2011 Boe years	Dec. 31, 2011	Dec. 31, 2010	Sep. 30, 2011 Crude Oil Storage [Member] MMBoe	Sep. 30, 2011 Crude Oil Storage [Member] NYMEX Commodity Contracts [Member]	Sep. 30, 2011 6.40% Notes Due 2018 [Member]	Sep. 30, 2011 6.40% Notes Due 2018 [Member] Interest Rate Swap Agreements [Member]	Sep. 30, 2011 NYMEX Commodity Contracts [Member]	Sep. 30, 2011 Interest Rate Swap Agreements [Member]	Sep. 30, 2011 Forward Contracts [Member] Boe MMBoe	Sep. 30, 2011 Butane Price Swap Purchase Contracts [Member] Boe	Sep. 30, 2011 Cash Flow Hedging [Member]	Sep. 30, 2010 Cash Flow Hedging [Member]	Sep. 30, 2011 Fair Value Hedging [Member]	Sep. 30, 2010 Fair Value Hedging [Member]	Sep. 30, 2011 Interest Expense [Member]	Sep. 30, 2011 Product Sales Revenues [Member]	Sep. 30, 2011 Energy Commodity Derivatives Contracts, Net [Member]	Sep. 30, 2011 Other Noncurrent Assets [Member]	Sep. 30, 2011 Tank Bottom Inventory [Member]	Sep. 30, 2011 Other Current Assets [Member]
Derivative [Line Items]
Forward purchase contracts for product purchases										$ 32,400,000
Forward sales contracts for product sales										82,700,000
Barrels accounted for forward purchase contract for product purchases										400,000
Barrels accounted for forward sale contract for product sales										700,000
Barrels of petroleum products under NYMEX contracts	3,600,000
Barrels of butane											300,000
Derivatives maturity date							2018
Liability derivatives								38,200,000
Energy commodity derivatives contracts, net	36,205,000		(11,790,000)					37,200,000			1,000,000							36,200,000	1,000,000
Energy commodity derivatives deposits, net	7,059,000							7,100,000
Amount of gain reclassified from AOCL into income within twelve months																200,000	9,700,000
Conversion of notes to floating rate debt									100,000,000
Fixed interest rate on fair value hedge						6.40%
Unrealized gains on fair value hedges					1,400,000
Unrealized gain (loss) on hedged item in fair value hedge offset amount																				1,000,000	400,000
Ineffectiveness recognized on Fair Value Hedges		0
Derivative instruments gain (loss) recognized in income ineffective portion												0	0	0	0
Settlement of interest rate swap agreements									6,100,000
Reduction in accrued interest									200,000
Amortization of interest rate swap agreement settlement									$ 5,900,000
Barrels of crude oil, designated as fair value hedges				700,000