Derivative Financial Instruments (Details) (USD $)	3 Months Ended		6 Months Ended			3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended							6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014 CRNF Term loan facility	Jun. 30, 2014 Commodity derivatives CVR Refining, LP	Jun. 30, 2013 Commodity derivatives CVR Refining, LP	Jun. 30, 2014 Commodity derivatives CVR Refining, LP	Jun. 30, 2013 Commodity derivatives CVR Refining, LP	Jun. 30, 2014 Commodity swap CVR Refining, LP	Jun. 30, 2013 Commodity swap CVR Refining, LP	Jun. 30, 2014 Commodity swap CVR Refining, LP	Jun. 30, 2013 Commodity swap CVR Refining, LP	Jun. 30, 2014 Interest rate swap	Jun. 30, 2013 Interest rate swap	Jun. 30, 2014 Interest rate swap	Jun. 30, 2013 Interest rate swap	Jun. 30, 2014 Interest rate swap CRNF	Jun. 30, 2013 Interest rate swap CRNF	Jun. 30, 2014 Interest rate swap CRNF	Jun. 30, 2013 Interest rate swap CRNF	Jun. 30, 2014 Not designated as hedges Commodity swap CVR Refining, LP bbl	Dec. 31, 2013 Not designated as hedges Commodity swap CVR Refining, LP bbl	Jun. 30, 2014 Designated as hedges Interest rate swap CRNF agreement	Jul. 01, 2011 Designated as hedges Interest rate swap CRNF agreement	Jun. 30, 2011 Designated as hedges Interest rate swap CRNF agreement	Jun. 30, 2014 Designated as hedges Interest rate swap agreements entered into on June 30, 2011 CRNF	Jun. 30, 2014 Designated as hedges Interest rate swap agreements entered into on July 1, 2011 CRNF
Derivative Financial Instruments
Current period settlements on derivative contracts	$ 33,900,000	$ 14,700,000	$ 55,000,000	$ (37,800,000)
Gain on derivatives, net	35,900,000	120,500,000	145,300,000	100,500,000		(200,000)	(200,000)	(400,000)	(2,400,000)	36,100,000	120,700,000	145,700,000	102,900,000
Number of barrels																						15,800,000	23,300,000
Unrealized gain																						74,300,000
Portion of net unrealized gain in current assets																						69,200,000
Portion of net unrealized gain in non-current assets																						5,100,000
Number of floating-to-fixed interest rate swap agreements																								2	1	1
Borrowing capacity on credit facility					125,000,000.0
Aggregate notional amount																								62,500,000.0
Floating rate basis																											three month LIBOR	three month LIBOR
Fixed rate (as a percent)																											1.94%	1.975%
Settlement period																											90 days	90 days
Average fixed rate of interest (as a percent)																								1.96%
Effective rate (as a percent)																								4.55%
Realized loss on the interest rate swap re-classed from AOCI into interest expense														(300,000)	(300,000)	(500,000)	(500,000)
Increase (decrease) in fair value of interest rate swap agreements																		$ (100,000)	$ 200,000	$ (200,000)	$ 200,000