DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $) In Thousands, unless otherwise specified	9 Months Ended	12 Months Ended
	Sep. 30, 2012	Dec. 31, 2011
Derivatives
Fair Value, Current portion of long-term liabilities	(6,801)	(3,580)
Percentage of debt hedged	72.00%	60.00%
Number of U.S. and European banks which are counterparties	5
Fixed to 3-month floating LIBOR, one
Derivatives
Reference rate for receiving interest	3-month floating LIBOR	3-month floating LIBOR
Fixed to 3-month floating LIBOR, two
Derivatives
Reference rate for receiving interest		3-month floating LIBOR
3-month floating LIBOR minus spread to 1-month floating LIBOR, one
Derivatives
Reference rate for receiving interest	1-month floating LIBOR	1-month floating LIBOR
Reference rate for paying interest	3-month floating LIBOR minus spread	3-month floating LIBOR minus spread
3-month floating LIBOR minus spread to 1-month floating LIBOR, two
Derivatives
Reference rate for receiving interest		1-month floating LIBOR
Reference rate for paying interest		3-month floating LIBOR minus spread
Fixed to 1-month floating LIBOR, one
Derivatives
Reference rate for receiving interest	1-month floating LIBOR	1-month floating LIBOR
Fixed to 1-month floating LIBOR, two
Derivatives
Reference rate for receiving interest	1-month floating LIBOR
Forward starting fixed to 1-month floating LIBOR
Derivatives
Reference rate for receiving interest	1-month floating LIBOR	1-month floating LIBOR
Cash flow hedges
Derivatives
Total Fair Value	(10,936)	(15,981)
Cash flow hedges | Fixed to 3-month floating LIBOR, one
Derivatives
Notional amount	230,000	100,000
Fair Value, Current portion of long-term liabilities	(3,657)	(3,401)
Cash flow hedges | Fixed to 3-month floating LIBOR, two
Derivatives
Notional amount		130,000
Fair Value, Other long-term liabilities		(6,053)
Cash flow hedges | 3-month floating LIBOR minus spread to 1-month floating LIBOR, one
Derivatives
Notional amount	230,000	100,000
Fair Value, Current portion of long-term liabilities	(77)	(179)
Cash flow hedges | 3-month floating LIBOR minus spread to 1-month floating LIBOR, two
Derivatives
Notional amount		130,000
Fair Value, Other long-term liabilities		(269)
Cash flow hedges | Fixed to 1-month floating LIBOR, one
Derivatives
Notional amount	100,000	300,000
Fair Value, Other long-term liabilities	(1,804)	(5,343)
Cash flow hedges | Fixed to 1-month floating LIBOR, two
Derivatives
Notional amount	300,000
Fair Value, Current portion of long-term liabilities	(3,067)
Cash flow hedges | Forward starting fixed to 1-month floating LIBOR
Derivatives
Notional amount	175,000	200,000
Fair Value, Other long-term liabilities	(2,331)	(736)