Derivative Instruments (Details) (USD $)	6 Months Ended				3 Months Ended									6 Months Ended		6 Months Ended								6 Months Ended	12 Months Ended	6 Months Ended						6 Months Ended
	Jun. 30, 2013	Jan. 31, 2013 Derivative	Dec. 31, 2012 Derivative	May 31, 2012 Derivative	Jun. 30, 2013 Swap 1 [Member]	Jun. 30, 2013 Swap 2 [Member]	Jun. 30, 2013 Swap 3 [Member]		Jan. 31, 2013 Foreign Exchange Contract 1 [Member]	Dec. 31, 2012 Foreign Exchange Contract 1 [Member]	Jan. 31, 2013 Foreign Exchange Contract 1 [Member] Minimum [Member]	Jan. 31, 2013 Foreign Exchange Contract 1 [Member] Maximum [Member]	Dec. 31, 2012 Foreign Exchange Contract 2 [Member]	Jun. 30, 2013 Foreign Exchange Contract 3 [Member]	May 31, 2012 Foreign Exchange Contract 3 [Member]	Jun. 30, 2013 Foreign Exchange Contract 4 [Member]	Jun. 30, 2013 Foreign Exchange Contract 5 [Member]	Jun. 30, 2013 Foreign Exchange Contract 6 [Member]	Jun. 30, 2013 Oslo Bulk AS [Member]	Dec. 31, 2012 Oslo Bulk AS [Member]	Jul. 31, 2011 Oslo Bulk AS [Member]	Dec. 31, 2009 Oslo Bulk AS [Member]	Jun. 30, 2013 Oslo Bulk AS [Member] Swap 3 [Member]	Jun. 30, 2013 Accumulated Other Comprehensive Loss [Member]	Dec. 31, 2012 Accumulated Other Comprehensive Loss [Member]	Jun. 30, 2013 Interest Rate Swaps [Member]	Jun. 30, 2013 Interest Rate Swaps [Member] Interest Expense [Member]	Jun. 30, 2013 Interest Rate Swap - LT [Member]		Jun. 30, 2013 Interest Rate Swap - LT [Member] Other Liabilities [Member]		Jun. 30, 2013 Foreign Exchange Contracts [Member]	Jun. 30, 2013 Foreign Exchange Contracts [Member] Other Revenues [Member]	Jun. 30, 2013 Foreign Exchange Contracts [Member] Current Liabilities [Member]	Jun. 30, 2013 Foreign Exchange Contracts [Member] Other Assets [Member]
Derivative Instruments [Abstract]
Maximum potential future exposure on derivatives	$ 5,300,000
Derivative posted as collateral	342,000
Derivatives, Fair Value [Line Items]
Unrealized loss related to derivative instruments included in accumulated other comprehensive loss																								5,800,000	7,400,000
Asset derivatives, current notional amount																																600,000
Liability derivatives, current notional amount																												63,060,000	[1]			4,800,000
Derivatives, current notional amount	68,460,000
Asset derivatives, fair value	70,000																																		70,000
Liability derivatives, fair value	(5,349,000)																													(4,908,000)	[1]			(441,000)
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in OCI	1,509,000																									1,770,000						(261,000)
Amount of Gain (Loss) Reclassified from AOCI to Income	(996,000)																										(931,000)						(65,000)
Gain (Loss) Recognized in Income from Ineffective portion	282,000																										282,000						0
Derivative [Line Items]
Effective Date					Sep. 26, 2005	Sep. 26, 2005	Mar. 15, 2009
Termination Date					Sep. 28, 2015	Sep. 28, 2015	Sep. 15, 2020
Current Notional Amount	63,059,675				5,666,667	5,666,667	51,726,341	[2]
Swap Rate (in hundredths)					4.41%	4.41%	2.065%
Type					Variable-to-Fixed	Variable-to-Fixed	Variable-to-Fixed
Exchange rate							99.15		9,910	85.27			85.16		14.5700
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							205,000
Negative balance related to an interest rate swap in Oslo Bulk AS																							(722,503)
Equity investee ownership interest (in hundredths)																			25.00%	25.00%	25.00%	25.00%	25.00%
Number of foreign currency derivatives held		1	2	1
Notional amount of forward purchase contracts									3,300,000	1,500,000			1,500,000		700,000
Projected Peso exposure represented by Mexican Peso foreign exchange contracts (in hundredths)				50.00%
Projected yen exposure represented by Japanese Yen foreign exchange contract (in hundredths)			8.54%
Projected Rupiah exposure represented by Indonesian Rupiah foreign exchange contract (in hundredths)		80.00%
Estimated monthly exposure											350,000	375,000		200,000
Transaction Date														May 01, 2012		Dec. 01, 2012	Dec. 01, 2012	Jan. 01, 2013
Transaction Amount	$ 5,400,000													$ 600,000		$ 1,500,000	$ 1,500,000	$ 1,800,000
Effective Date														Jun. 01, 2013		Dec. 01, 2012	Dec. 01, 2012	Jan. 01, 2013
Expiration Date														Dec. 01, 2013		Sep. 01, 2013	Dec. 01, 2013	Dec. 01, 2013

[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 $51,726,340 (based on a Yen to USD exchange rate of 99.15 as of June 30, 2013).  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 $205,000 gain for the quarter ended June 30, 2013 and this amount was reflected in earnings. The fair value balance as of June 30, 2013, includes a negative $722,503 balance related to an interest rate swap from our 25% investment in Oslo Bulk AS.

[2] Notional amount converted from Yen at June 30, 2013 at a Yen to USD exchange rate of 99.15