FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES (Details) $ in Thousands		12 Months Ended
		Dec. 31, 2015 USD ($) $ / decatherm	Dec. 31, 2014 USD ($) $ / decatherm
Changes in significant unobservable inputs [Roll forward]
Balance at beginning of period		$ (5,608)	$ 8,095
Other changes in fair value from continuing and new contracts, net		(5,069)	(17,153)
Transfers in to/(out of )Level 3	[1]	7,402
Settlements		2,643	3,450
Balance at end of period		$ (632)	$ (5,608)
Level 3 [Member] | Forward contracts [Member] | Minimum [Member]
Liabilities
Forward price (in USD per dt) | $ / decatherm	[2]	(0.77)	(2.04)
Level 3 [Member] | Forward contracts [Member] | Maximum [Member]
Liabilities
Forward price (in USD per dt) | $ / decatherm	[2]	10.00	7.83
Level 3 [Member] | Forward contracts [Member] | Weighted average [Member]
Liabilities
Forward price (in USD per dt) | $ / decatherm	[2]	(2.15)	(0.30)
Level 3 [Member] | Forward contracts [Member] | Natural gas [Member]
Liabilities
Assets		$ 29,459	$ 26,485
Liabilities		31,733	33,882
Level 3 [Member] | Forward contracts [Member] | Electricity [Member]
Liabilities
Assets		29,136	8,020
Liabilities		$ 27,494	$ 6,231
Level 3 [Member] | Forward contracts [Member] | Electricity [Member] | Minimum [Member] | On-peak [Member]
Liabilities
Fixed electric load profile	[3]	8.47%	8.06%
Level 3 [Member] | Forward contracts [Member] | Electricity [Member] | Minimum [Member] | Off-peak [Member]
Liabilities
Fixed electric load profile	[3]	0.00%	0.00%
Level 3 [Member] | Forward contracts [Member] | Electricity [Member] | Maximum [Member] | On-peak [Member]
Liabilities
Fixed electric load profile	[3]	100.00%	100.00%
Level 3 [Member] | Forward contracts [Member] | Electricity [Member] | Maximum [Member] | Off-peak [Member]
Liabilities
Fixed electric load profile	[3]	91.53%	91.94%
Level 3 [Member] | Forward contracts [Member] | Electricity [Member] | Weighted average [Member] | On-peak [Member]
Liabilities
Fixed electric load profile	[3]	56.20%	55.97%
Level 3 [Member] | Forward contracts [Member] | Electricity [Member] | Weighted average [Member] | Off-peak [Member]
Liabilities
Fixed electric load profile	[3]	43.80%	44.03%
Measurement at fair value on recurring basis [Member]
Assets
Available-for-Sale Securities	[4]	$ 14,810	$ 8,922
Derivatives - Energy Related Assets	[5]	99,331	99,273
Assets		114,141	108,195
Liabilities
Derivatives - Energy Related Liabilities	[5]	112,405	129,670
Derivatives - Other	[6]	10,943	10,732
Liabilities		123,348	140,402
Measurement at fair value on recurring basis [Member] | Level 1 [Member]
Assets
Available-for-Sale Securities	[4]	2,925	5,952
Derivatives - Energy Related Assets	[5]	16,006	21,675
Assets		18,931	27,627
Liabilities
Derivatives - Energy Related Liabilities	[5]	42,170	49,009
Derivatives - Other	[6]	0	0
Liabilities		42,170	49,009
Measurement at fair value on recurring basis [Member] | Level 2 [Member]
Assets
Available-for-Sale Securities	[4]	11,885	2,970
Derivatives - Energy Related Assets	[5]	24,730	43,093
Assets		36,615	46,063
Liabilities
Derivatives - Energy Related Liabilities	[5]	11,008	40,548
Derivatives - Other	[6]	10,943	10,732
Liabilities		21,951	51,280
Measurement at fair value on recurring basis [Member] | Level 3 [Member]
Assets
Available-for-Sale Securities	[4]	0	0
Derivatives - Energy Related Assets	[5]	58,595	34,505
Assets		58,595	34,505
Liabilities
Derivatives - Energy Related Liabilities	[5]	59,227	40,113
Derivatives - Other	[6]	0	0
Liabilities		$ 59,227	$ 40,113

[1] Transfers between different levels of the fair value hierarchy may occur based on the level of observable inputs used to value the instruments from period to period. During the year ended December 31, 2015, $7.4 million of net derivative assets were transferred from Level 2 to Level 3, due to decreased observability of market data, which is assessed quarterly by management.

[2] Represents the range, along with the weighted average, of forward prices for the sale and purchase of natural gas.

[3] Represents the range, along with the weighted average, of the percentage of contracted usage that is loaded during on-peak hours versus off-peak.

[4] Available-for-Sale Securities include securities that are traded in active markets and securities that are not traded publicly. The securities traded in active markets are valued using the quoted principal market close prices that are provided by the trustees and are categorized in Level 1 in the fair value hierarchy. The remaining securities consist of funds that are not publicly traded. These funds, which consist of stocks and bonds that are traded individually in active markets, are valued using quoted prices for similar assets and are categorized in Level 2 in the fair value hierarchy.

[5] Derivatives – Energy Related Assets and Liabilities are traded in both exchange-based and non-exchange-based markets. Exchange-based contracts are valued using unadjusted quoted market sources in active markets and are categorized in Level 1 in the fair value hierarchy. Certain non-exchange-based contracts are valued using indicative price quotations available through brokers or over-the-counter, on-line exchanges and are categorized in Level 2. These price quotations reflect the average of the bid-ask mid-point prices and are obtained from sources that management believes provide the most liquid market. For non-exchange-based derivatives that trade in less liquid markets with limited pricing information, model inputs generally would include both observable and unobservable inputs. In instances where observable data is unavailable, management considers the assumptions that market participants would use in valuing the asset or liability. This includes assumptions about market risks such as liquidity, volatility and contract duration. Such instruments are categorized in Level 3 as the model inputs generally are not observable. Significant Unobservable Inputs - Management uses the discounted cash flow model to value Level 3 physical and financial forwards, which calculates mark-to-market valuations based on forward market prices, original transaction prices, volumes, risk-free rate of return and credit spreads. Inputs to the valuation model are reviewed and revised as needed, based on historical information, updated market data, market liquidity and relationships, and changes in third party pricing sources. The validity of the mark-to-market valuations and changes in mark-to-market valuations from period to period are examined and qualified against historical expectations by the risk management function. If any discrepancies are identified during this process, the mark-to-market valuations or the market pricing information is evaluated further and adjusted, if necessary. Level 3 valuation methods for natural gas derivative contracts include utilizing another location in close proximity adjusted for certain pipeline charges to derive a basis value. The significant unobservable inputs used in the fair value measurement of certain natural gas contracts consist of forward prices developed based on industry-standard methodologies. Significant increases (decreases) in these forward prices for purchases of natural gas would result in a directionally similar impact to the fair value measurement and for sales of natural gas would result in a directionally opposite impact to the fair value measurement. Level 3 valuation methods for electric represent the value of the contract marked to the forward wholesale curve, as provided by daily exchange quotes for delivered electricity. The significant unobservable inputs used in the fair value measurement of electric contracts consist of fixed contracted electric load profiles; therefore no change in unobservable inputs would occur. Unobservable inputs are updated daily using industry-standard techniques. Management reviews and corroborates the price quotations to ensure the prices are observable which includes consideration of actual transaction volumes, market delivery points, bid-ask spreads and contract duration.

[6] Derivatives – Other are valued using quoted prices on commonly quoted intervals, which are interpolated for periods different than the quoted intervals, as inputs to a market valuation model. Market inputs can generally be verified and model selection does not involve significant management judgment.