Derivative Instruments and Hedging Activities Additional Information (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended
	Dec. 31, 2011
Cash Flow Hedging [Member] | Questar Pipeline [Member] | Forward Starting Interest Rate Swaps Terminating October 2011 [Member]
Derivative [Line Items]
Notional amount	$ 150.0
Weighted-average fixed interest rate (in hundredths)	3.91%
Maturity date	2011
Interest payment for terminated derivative instrument	29.1
Cash Flow Hedging [Member] | Questar Pipeline [Member] | Forward Starting Interest Rate Swap Terminating December 2011 [Member]
Derivative [Line Items]
Notional amount	150.0
Weighted-average fixed interest rate (in hundredths)	3.00%
Maturity date	2011
Interest payment for terminated derivative instrument	8.2
Cash Flow Hedging [Member] | Questar Pipeline [Member] | Forward Starting Interest Rate Swaps Terminating Q4 2011 [Member]
Derivative [Line Items]
Debt Instrument, Face Amount	180.0
Interest payment for terminated derivative instrument	37.3
Interest rate cash flow hedge ineffectiveness is immaterial	ineffectiveness recognized on the cash flow hedges was de minimis
Pre-tax net losses (gain) expected to be reclassified from AOCI to Consolidated statement of income	0.4
Reclassification from accumulated OCI to income, estimated time to transfer (in months)	12 months
Life of long-term debt associated with cash flow hedges	30 years
Date through which reclassifications into earnings from AOCI will take place	2041
Fair Value Hedging [Member] | Interest Rate Swap [Member]
Derivative [Line Items]
Notional amount	125.0
Weighted-average fixed interest rate (in hundredths)	2.75%	[1]
Maturity date	2016
Ineffectiveness recognized on the fair value hedge	$ 0

[1] Floating rate is based on 6-month U.S. dollar LIBOR.