DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) - USD ($)	3 Months Ended
	Mar. 31, 2017	Dec. 31, 2016	Mar. 31, 2016	Oct. 31, 2016	Jun. 30, 2016	Jun. 30, 2012
Derivative [Line Items]
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net	$ 0	$ 0	$ 0
Derivative Liability, Fair Value, Gross Liability	30,200,000	29,800,000	9,100,000
Cash flow hedges [Abstract]
Commodity forward contracts with Wells Fargo	34,400,000
Commodity forward contracts with Citibank	23,500,000
Commodity Forward Contracts with Counterparty Merrill Lynch	29,100,000
Commodity Forward Contracts with Counterparty JPMorgan Chase	14,300,000
Fair value hedges [Abstract]
Amount of terminated interest rate swaps						$ 73,100,000
Gain on terminated interest rate swaps	100,000					$ 2,200,000
Forward Contracts
Derivative [Line Items]
Notional amount	33,800,000	73,200,000	29,600,000
Forward Contracts Sell
Derivative [Line Items]
Notional amount	123,000,000	100,800,000	98,900,000
Fixed Interest Rate Swaps $1,100M (Tranche 1) [Member]
Derivative [Line Items]
Notional amount					$ 1,100,000,000
Fixed Interest Rate Swaps $900M (Tranche 2) [Member]
Derivative [Line Items]
Notional amount					900,000,000
Fixed Interest Rate Swaps $400M (Tranche 3) [Member]
Derivative [Line Items]
Notional amount					400,000,000
Interest Rate Swaps Designated As Fair Value Hedges
Derivative [Line Items]
Notional amount	500,000,000	$ 500,000,000	$ 0	$ 250,000,000	$ 250,000,000
Derivative Liability, Fair Value, Gross Liability	29,600,000
Amount of gain (loss)	1,200,000
Commodity Contract
Derivative [Line Items]
Cash Flow Hedge Gain (Loss) to be Reclassified wihtin Twelve Months	2,600,000
Cash Flow Hedges Derivative Instruments at Fair Value, Net	6,100,000
Interest Rate Contract
Derivative [Line Items]
Cash Flow Hedge Gain (Loss) to be Reclassified wihtin Twelve Months	2,700,000
Cash Flow Hedges Derivative Instruments at Fair Value, Net	11,400,000
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net	$ 100,000