Derivative Instruments (Details) (USD $)	9 Months Ended		9 Months Ended																3 Months Ended					9 Months Ended								9 Months Ended
	Sep. 30, 2012	Dec. 31, 2011	Sep. 30, 2012 Swap 1 [Member]	Sep. 30, 2012 Swap 2 [Member]	Sep. 30, 2012 Swap 3 [Member]	Sep. 30, 2012 Swap 4 [Member]	Sep. 30, 2012 Swap 5 [Member]	Sep. 30, 2012 Swap 6 [Member]	Sep. 30, 2012 Swap 7 [Member]		Sep. 30, 2012 Foreign Exchange Contract 1 [Member]	Sep. 30, 2012 Foreign Exchange Contract 2 [Member]	Sep. 30, 2012 Foreign Exchange Contract 3 [Member]	Sep. 30, 2012 Foreign Exchange Contract 4 [Member]	Sep. 30, 2012 Foreign Exchange Contract 5 [Member]	Sep. 30, 2012 Foreign Exchange Contract 6 [Member]	Sep. 30, 2012 Foreign Exchange Contract 7 [Member]	Sep. 30, 2012 Foreign Exchange Contract 8 [Member]	Jun. 30, 2012 Oslo Bulk AS [Member]	Mar. 31, 2012 Oslo Bulk AS [Member]	Sep. 30, 2012 Oslo Bulk AS [Member]	Jul. 31, 2011 Oslo Bulk AS [Member]	Jun. 30, 2011 Oslo Bulk AS [Member]	Sep. 30, 2012 Interest Rate Swaps [Member]	Sep. 30, 2012 Interest Rate Swaps [Member] Interest Expense [Member]	Sep. 30, 2012 Interest Rate Swap - ST [Member]	Sep. 30, 2012 Interest Rate Swap - ST [Member] Current Liabilities [Member]	Sep. 30, 2012 Interest Rate Swap - LT [Member]		Sep. 30, 2012 Interest Rate Swap - LT [Member] Other Liabilities [Member]		Sep. 30, 2012 Foreign Exchange Contracts [Member]	Sep. 30, 2012 Foreign Exchange Contracts [Member] Voyage Expenses [Member]	Sep. 30, 2012 Foreign Exchange Contracts [Member] Other Current Assets [Member]	Sep. 30, 2012 Foreign Exchange Contracts [Member] Current Liabilities [Member]
Derivative Instruments [Abstract]
Maximum potential future exposure on derivatives	$ 8,400,000
Fair value of contract, posted collateral	261,000
Derivatives, Fair Value [Line Items]
Unrealized loss related to derivative instruments included in accumulated other comprehensive loss, net of tax	8,700,000	8,600,000
Asset derivatives, current notional amount																																3,644,000
Liability derivatives, current notional amount																										35,583,000		83,174,000	[1]			1,125,000
Derivatives, current notional amount	123,526,000
Asset derivatives, fair value	172,000																									0								172,000
Liability derivatives, fair value	(8,467,000)																										(634,000)			(7,799,000)	[1]				(34,000)
Equity investee ownership interest (in hundredths)																					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	(79,000)																							(84,000)								5,000
(Loss) reclassified from AOCI to income	(896,000)																								(853,000)								(43,000)
Income recognized in income from ineffective portion	(97,000)																								(97,000)								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	118,756,788		11,795,000	7,929,333	7,929,333	7,929,333	6,666,667	6,666,667	69,840,455	[2]
Swap rate (in hundredths)			5.17%	3.46%	2.69%	2.45%	4.41%	4.41%	2.065%
Exchange rate									77.93		12.4717	13.036	14.0292	13.7787	14.2939	14.5700	9,315	79.03
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	129,000
Number of foreign currency derivatives held	3	3
Notional amount of forward purchase contracts											1,200,000	450,000	750,000	750,000	250,000	700,000	2,100,000	1,569,024
Projected Peso exposure represented by Mexican Peso foreign exchange contracts (in hundredths)	61.30%
Projected Rupiah exposure represented by Indonesian Rupiah foreign exchange contracts	66.00%
Projected yen exposure represented by japanese yen foreign exchange contracts (in hundredths)	3.27%
Transaction date											August 2011	September 2011	September 2011	May 2012	May 2012	May 2012	May 2012	August 2012
Transaction amount	4,769,024										225,000	225,000	150,000	750,000	250,000	700,000	900,000	1,569,024
Fair Value of Contracts - Assets (Liability)	$ 138,141										$ (3,504)	$ 2,918	$ 15,396	$ 40,434	$ 23,330	$ 66,330	$ (30,177)	$ 23,414
Effective date											September 2011	July 2012	October 2011	January 2013	January 2013	June 2013	July 2012	August 2012
Expiration date											December 2012	December 2012	December 2012	May 2013	May 2013	December 2013	December 2012	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 $69,840,455 (based on a Yen to USD exchange rate of 77.93 as of September 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 $129,000 loss for the quarter ended September 30, 2012 and this amount was reflected in earnings.

[2] Notional amount converted from Yen at September 30, 2012 at a Yen to USD exchange rate of 77.93