Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 75,000	$ 75,000
Fair Value	(3,273)	(5,570)
Amortization Of Deferred Hedge Gains Losses	244	244	$ 244
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000	$ 25,000
Trade Date	Feb. 16, 2006	Feb. 16, 2006
Effective Date	Dec. 28, 2006	Dec. 28, 2006
Maturity Date	Dec. 28, 2016	Dec. 28, 2016
Receive (Variable) Index	3 Month LIBOR	3 Month LIBOR
Current Rate Received	0.51%	0.24%
Pay Fixed Swap Rate	5.04%	5.04%
Fair Value	$ (1,054)	$ (2,093)
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000	$ 25,000
Trade Date	Feb. 16, 2006	Feb. 16, 2006
Effective Date	Dec. 28, 2006	Dec. 28, 2006
Maturity Date	Dec. 28, 2016	Dec. 28, 2016
Receive (Variable) Index	3 Month LIBOR	3 Month LIBOR
Current Rate Received	0.51%	0.24%
Pay Fixed Swap Rate	5.04%	5.04%
Fair Value	$ (1,055)	$ (2,094)
Positions Four [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000	$ 25,000
Trade Date	Dec. 09, 2008	Dec. 09, 2008
Effective Date	Dec. 10, 2008	Dec. 10, 2008
Maturity Date	Dec. 10, 2013	Dec. 10, 2013
Receive (Variable) Index	3 Month LIBOR	3 Month LIBOR
Current Rate Received	0.49%	0.24%
Pay Fixed Swap Rate	2.94%	2.94%
Fair Value	$ (1,164)	$ (1,383)