Derivative Instrument and Hedging Activities 3 (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended	6 Months Ended		3 Months Ended			9 Months Ended
	Sep. 30, 2012 Successor [Member]	Sep. 30, 2012 Successor [Member]		Mar. 25, 2012 Predecessor [Member]		Sep. 30, 2011 Predecessor [Member]	Sep. 30, 2011 Predecessor [Member]
Cash Flow Hedges: Interest rate contracts:
Change in fair value - increase in Accumulated other comprehensive income	$ 0	$ 0	[1]	$ 6,174	[1]	$ 50,283	$ 71,031	[1]
Reclassification of unrealized loss from Accumulated other comprehensive income - increase of Interest expense	0	0	[1]	8,085	[1]	5,715	16,881	[1]
Cash Flow Hedges: Commodity contracts - Gathering and Processing:
Change in fair value - increase/(decrease) in Accumulated other comprehensive income	(5,526)	5,851	[1]	4,619	[1]	8,434	7,420	[1]
Reclassification of unrealized gain from Accumulated other comprehensive income	6,011	11,547	[1]	2,043	[1]	5,598	14,782	[1]
Economic Hedges: Interest rate contracts: [Abstract]
Change in fair value - increase in interest expense	(4,294)	15,415		0		0	0
Economic Hedges: Commodity contracts - Gathering and Processing:
Change in fair value of hedges - decrease in Operating revenues	0					3,963
Change in fair value of other hedges - decrease in Operating revenues		0		50			27,611
Economic Hedges: Commodity contracts - Distribution:
Change in fair value - increase/(decrease) in Deferred natural gas purchases	$ (10,866)	$ (30,961)		$ (1,957)		$ 10,114	$ (13,658)

[1] The Company has master netting arrangements with certain of its counterparties, which permit applicable obligations of the parties to be settled on a net versus gross basis. If a right of offset exists, the fair value amounts for the derivative instruments are reported in the unaudited interim condensed consolidated balance sheet on a net basis and disclosed herein on a gross basis.