Fair Value of Financial Assets and Liabilities, Derivative Instruments (Details) (USD $) In Millions, unless otherwise specified				3 Months Ended
	Mar. 31, 2013	Mar. 31, 2013 Commodity Derivatives, Net [Member] Contract	Dec. 31, 2012 Commodity Derivatives, Net [Member] Contract	Mar. 31, 2013 Cash Flow Hedges [Member] Interest Rate [Member]	Mar. 31, 2012 Cash Flow Hedges [Member] Interest Rate [Member]	Mar. 31, 2013 Credit Concentration Risk [Member] Investment Grade Ratings from Standard & Poor's, Moody's, or Fitch Ratings [Member] Counterparty	Mar. 31, 2013 Credit Concentration Risk [Member] No Investment Grade Ratings from External Credit Rating Agencies [Member] Counterparty	Mar. 31, 2013 Credit Concentration Risk [Member] Credit Quality Less Than Investment Grade [Member] Counterparty
Interest Rate Derivatives [Abstract]
Amount of accumulated other comprehensive gains (losses) related to interest rate derivatives expected to be reclassified into earnings within the next twelve months	$ (0.2)
Consideration of Credit Risk and Concentrations [Abstract]
Number of most significant counterparties for wholesale activities with credit exposure						3	6	1
Wholesale credit exposure for most significant counterparties						14.1	36.2	7.5
Percentage of wholesale credit exposure for most significant counterparties (in hundredths)						20.00%	50.00%	10.00%
Impact of Derivative Activity on Accumulated Other Comprehensive Loss and Income [Abstract]
Pre-tax (gains) losses reclassified into income during the period from accumulated other comprehensive loss				$ 0.1	$ 0.1
Commodity Derivatives [Abstract]
Number of commodity derivatives		0	0