Derivative Financial Instruments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011	Dec. 31, 2011
Derivative financial instruments
Realized gains (losses)			$ 2.5	$ (2.6)
Open derivative contracts for natural gas (in MMBtus)	13,300,000		13,300,000		27,000,000
Percentage of natural gas consumption covered by derivatives	69.00%		69.00%
Aggregate fair value of the derivative instruments with credit-risk-related contingent features in net liability position	9.5		9.5		12.0
Natural gas derivatives not designated as hedging instruments
Derivative financial instruments
Realized gains (losses)	(9.5)	0.3	(16.5)	(1.6)
Unrealized mark-to-market gains (losses)	13.8	(3.8)	2.5	(2.6)
Net derivative gains (losses)	4.3	(3.5)	(14.0)	(4.2)
Unrealized losses in other current liabilities	(9.5)		(9.5)		(12.0)
Net unrealized derivative losses	$ (9.5)		$ (9.5)		$ (12.0)

Net Increase or Decrease in the fair value of the derivative or group of derivatives included in earnings.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The percentage of expected requirements covered by the aggregate notional amount of derivative contracts expressed in nonmonetary units. For example, the number of barrels specified in a fuel oil forward purchase contract as a percentage of expected need.

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No definition available.

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The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings.

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Aggregate notional amount of price risk derivatives not designated as a hedging instrument with notional amounts expressed in nonmonetary units. For example the number of barrels specified in a fuel oil forward purchase contract.

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Fair value as of the balance sheet date of all price risk derivatives not designated as hedging instruments.

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Fair value as of the balance sheet date of all price risk derivative liabilities not designated as hedging instruments.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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