XML 116 R61.htm IDEA: XBRL DOCUMENT v2.4.0.8
DERIVATIVE INSTRUMENTS, VOLUME (Details)
Sep. 30, 2013
MMcf
Sep. 30, 2012
MMcf
NJNG [Member] | Futures [Member] | Long Position [Member]
   
Derivative [Line Items]    
Outstanding long (short) derivatives 22,600 16,100
NJNG [Member] | Swaps [Member] | Long Position [Member]
   
Derivative [Line Items]    
Outstanding long (short) derivatives 0 [1] (3,400) [1]
NJRES [Member] | Futures [Member] | Short Position [Member]
   
Derivative [Line Items]    
Outstanding long (short) derivatives 64,200 28,600
NJRES [Member] | Swaps [Member] | Long Position [Member]
   
Derivative [Line Items]    
Outstanding long (short) derivatives 0 [1] (13,200) [1]
NJRES [Member] | Options [Member] | Long Position [Member]
   
Derivative [Line Items]    
Outstanding long (short) derivatives 1,500 4,400
NJRES [Member] | Physical [Member] | Long Position [Member]
   
Derivative [Line Items]    
Outstanding long (short) derivatives (7,300)  
NJRES [Member] | Physical [Member] | Short Position [Member]
   
Derivative [Line Items]    
Outstanding long (short) derivatives   (3,500)
[1] In October 2012, following the implementation of the Dodd-Frank Act, the ICE converted its cleared energy “swap” contracts to “futures” contracts and the NYMEX amended their product titles to remove the word “swap” from the titles of their “futures” and “option” contracts.