Derivative Financial Instruments (Narrative) (Details) (USD $)			6 Months Ended			0 Months Ended	6 Months Ended		6 Months Ended
	Jun. 30, 2012	Dec. 31, 2011	Jun. 30, 2012 NYMEX Commodity Contracts [Member]	Jun. 30, 2012 NYMEX Commodity Contracts [Member] Tank Bottom Inventory [Member]	Jun. 30, 2012 NYMEX Commodity Contracts [Member] Other Current Assets [Member]	Aug. 02, 2012 Forward-Starting Interest Rate Swaps [Member]	Jun. 30, 2012 Forward-Starting Interest Rate Swaps [Member]	Jul. 31, 2012 Forward-Starting Interest Rate Swaps [Member]	Jun. 30, 2012 Interest Expense [Member]	Jun. 30, 2012 Product Sales Revenues [Member]	Jun. 30, 2012 6.45% Notes Due 2014 [Member]
Derivative [Line Items]
Energy commodity derivatives deposits, net	$ 17,196,000		$ 17,200,000
Interest rate swap agreement hedge						250,000,000	100,000,000	150,000,000
Face value of debt	2,100,000,000	2,100,000,000									250,000,000
Debt instrument, interest rate						6.45%					6.45%
Debt instrument maturity date						Jun. 01, 2014					Jun. 01, 2014
Fixed weighted-average semi-annual rate						2.60%	2.70%
Maximum hedge maturity, years						30 years	30 years
Net gain estimated to be classified over the next twelve months									200,000	1,700,000
Barrels of crude oil designated as fair value hedges			700,000
Unrealized losses on fair value hedges			(1,900,000)
Unrealized gain (loss) on hedged item in fair value hedge offset amount				$ 2,000,000	$ (100,000)