Derivative Instruments (Details) (USD $)	6 Months Ended																3 Months Ended							6 Months Ended								6 Months Ended
	Jun. 30, 2012	Jun. 30, 2012 Swap 1 [Member]	Jun. 30, 2012 Swap 2 [Member]	Jun. 30, 2012 Swap 3 [Member]	Jun. 30, 2012 Swap 4 [Member]	Jun. 30, 2012 Swap 5 [Member]	Jun. 30, 2012 Swap 6 [Member]	Jun. 30, 2012 Swap 7 [Member]		Jun. 30, 2012 Foreign Exchange Contract 1 [Member]	Jun. 30, 2012 Foreign Exchange Contract 2 [Member]	Jun. 30, 2012 Foreign Exchange Contract 3 [Member]	Jun. 30, 2012 Foreign Exchange Contract 4 [Member]	Jun. 30, 2012 Foreign Exchange Contract 5 [Member]	Jun. 30, 2012 Foreign Exchange Contract 6 [Member]	Jun. 30, 2012 Foreign Exchange Contract 7 [Member]	Jun. 30, 2012 Oslo Bulk AS [Member]	Mar. 31, 2012 Oslo Bulk AS [Member]	Jul. 31, 2011 Oslo Bulk AS [Member]	Dec. 31, 2010 Oslo Bulk AS [Member]	Dec. 31, 2009 Oslo Bulk AS [Member]	Jun. 30, 2012 Accumulated Other Comprehensive Loss [Member]	Dec. 31, 2011 Accumulated Other Comprehensive Loss [Member]	Jun. 30, 2012 Interest Rate Swaps [Member]	Jun. 30, 2012 Interest Rate Swaps [Member] Interest Expense [Member]	Jun. 30, 2012 Interest Rate Swap - ST [Member]	Jun. 30, 2012 Interest Rate Swap - ST [Member] Current Liabilities [Member]	Jun. 30, 2012 Interest Rate Swap - LT [Member]		Jun. 30, 2012 Interest Rate Swap - LT [Member] Other Liabilities [Member]		Jun. 30, 2012 Foreign Exchange Contracts [Member]	Jun. 30, 2012 Foreign Exchange Contracts [Member] Voyage Expenses [Member]	Jun. 30, 2012 Foreign Exchange Contracts [Member] Other Current Assets [Member]	Jun. 30, 2012 Foreign Exchange Contracts [Member] Current Liabilities [Member]
Derivative Instruments [Abstract]
Maximum potential future exposure on derivatives	$ 8,100,000
Fair value of contract, posted collateral	390,000
Derivatives, Fair Value [Line Items]
Unrealized loss related to derivative instruments included in accumulated other comprehensive loss, net of tax																						7,700,000	8,600,000
Asset derivatives, current notional amount																																900,000
Liability derivatives, current notional amount																										12,145,000		109,162,000	[1]			3,800,000
Derivatives, current notional amount	126,007,000
Asset derivatives, fair value	42,000																									0		0	[1]					42,000
Liability derivatives, fair value	(8,190,000)																										(247,000)			(7,826,000)	[1]	0			(116,000)
Equity investee ownership interest (in hundredths)																	25.00%		25.00%	25.00%	25.00%
Amount of ineffectiveness on investment hedges																	674,000	42,000
Derivative Instruments, Gain (Loss) [Line Items]
Net gain (loss) recognized in Other Comprehensive Income	1,056,000																							1,236,000								(180,000)
(Loss) reclassified from AOCI to income	(1,834,000)																								(1,723,000)								(111,000)
Income recognized in income from ineffective portion	32,000																							32,000								0
Derivative [Line Items]
Effective date		Nov. 30, 2005	Mar. 31, 2008	Sep. 30, 2010	Sep. 30, 2010	Sep. 26, 2005	Sep. 26, 2005	Mar. 15, 2009
Termination date		Nov. 30, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 28, 2015	Sep. 28, 2015	Sep. 15, 2020
Current notional amount	121,306,746	12,145,000	8,551,667	8,551,667	8,551,667	7,000,000	7,000,000	69,506,745	[2]
Swap rate (in hundredths)		5.17%	3.46%	2.69%	2.45%	4.41%	4.41%	2.065%
Type		Fixed	Fixed	Fixed	Fixed	Fixed	Fixed	Fixed
Exchange rate								79.81		12.4717	13.036	14.0292	13.7787	14.2939	14.5700	9,315
Original funding of vessel's delivery cost (in hundredths)								80.00%
Revised funding of vessel's delivery cost (in hundredths)								65.00%
Reduction in funding of vessel's delivery cost (in hundredths)								15.00%
Change in fair value related to ineffective portion of derivative instrument								117,000
Number of foreign currency derivatives held	3
Notional amount of forward purchase contracts										1,200,000	450,000	750,000	750,000	250,000	700,000	2,100,000
Projected Peso exposure represented by Mexican Peso foreign exchange contracts (in hundredths)	100.00%
Projected Rupiah exposure represented by Indonesian Rupiah foreign exchange contracts	66.00%
Transaction date										August 2011	September 2011	September 2011	May 2012	May 2012	May 2012	May 2012
Type of currency										Peso	Peso	Peso	Peso	Peso	Peso	Rupiah
Transaction amount	4,700,000									450,000	450,000	300,000	750,000	250,000	700,000	1,800,000
Fair Value of Contracts - Assets (Liability)	$ (74,722)									$ 27,245	$ 14,442	$ (16,006)	$ (6,512)	$ (11,600)	$ (35,979)	$ (46,312)
Effective date										September 2011	July 2012	October 2011	January 2013	January 2013	June 2013	July 2012
Expiration date										December 2012	December 2012	December 2012	May 2013	May 2013	December 2013	December 2012

[1] We have outstanding a variable-to-fixed interest rate swap with respect to a Yen-based facility for the financing of a PCTC delivered in March 2010. The notional amount under this contract is $69,506,745 (based on a Yen to USD exchange rate of 79.81 as of June 30, 2012). With the bank exercising its option to reduce the underlying Yen loan from 80% to 65% funding of the vessel's delivery cost, the 15% reduction represents the ineffective portion of this swap, which consists of the portion of the derivative instrument that is no longer supported by underlying borrowings. The change in fair value related to the ineffective portion of this swap was a $117,000 loss for the quarter ended June 30, 2012 and this amount was included in earnings.

[2] Notional amount converted from Yen at June 30, 2012 at a Yen to USD exchange rate of 79.81