Hedging Activities

12 Months Ended

Dec. 31, 2012

General Discussion Of Derivative Instruments And Hedging Activities [Abstract]

Derivative Instruments And Hedging Activities Disclosure [Text Block]

Note 3 – Hedging Activities

The Company utilized interest rate swaps to mitigate the impact of changes in interest rates by converting a portion of the Company's variable interest rate debt to fixed interest rate debt. The interest rate swaps had a combined notional amount of $15,000 as of December 31, 2011, which matured during the third quarter of 2012. Information about the Company's interest rate derivatives is as follows:

				Fair Value
			Consolidated Balance Sheet	December 31,		December 31,
		Location		2012		2011
Derivatives designated as cash flow hedges:
	Interest rate swaps	Other current liabilities		$	0	$	418
				$	0	$	418

Cash Flow Hedges
Interest Rate Swaps
		For the Years Ended
		December 31,
		2012		2011		2010
Amount of Gain Recognized in
Accumulated OCI on Derivative (Effective Portion)		$	272	$	395	$	708
Amount and Location of Loss Reclassified from
Accumulated OCI into Income (Effective Portion)	Interest Expense	$	(392)	$	(660)	$	(1,590)
Amount and Location of Loss Recognized in Income on Derivative
(Ineffective Portion and Amount Excluded from Effectiveness Testing)	Other Income	$	0	$	0	$	0