Derivatives (Tables)

12 Months Ended

Dec. 31, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule Of Outstanding Derivatives Entered Into Hedge Inventory Or Fixed Price Purchase Commitments

	Sell (Short) Contracts		Buy (Long) Contracts
Not qualifying or not designated as hedges under accounting rules:
Crude oil futures:
Contract volumes (1,000 bbls)	316		199
Weighted average contract price per bbl	$	88.35	$	89.66
Crude oil LLS/WTI swap:
Contract volumes (1,000 bbls)	100		—
Weighted average contract price per bbl	$	17.25	$	—
Heating oil futures:
Contract volumes (1,000 bbls)	62		—
Weighted average contract price per gal	$	3.02	$	—
# 6 Fuel oil futures:
Contract volumes (1,000 bbls)	765		160
Weighted average contract price per bbl	$	92.37	$	93.06
Crude oil options:
Contract volumes (1,000 bbls)	325		85
Weighted average premium received	$	1.61	$	0.55

Schedule Of Accounting Treatment And Classification Of Derivative Instruments

Derivative Instrument	Hedged Risk	Impact of Unrealized Gains and Losses
		Consolidated Balance Sheets	Consolidated Statements of Operations
Designated as hedges under accounting guidance:
Crude oil futures contracts (fair value hedge)	Volatility in crude oil prices - effect on market value of inventory	Derivative is recorded in Other current assets (offset against margin deposits) and offsetting change in fair value of inventory is recorded in Inventories	Excess, if any, over effective portion of hedge is recorded in Supply and logistics costs - product costs Effective portion is offset in cost of sales against change in value of inventory being hedged
Interest rate swaps (cash flow hedge) (through July 2010)	Changes in interest rates	Not applicable	Expect hedge to fully offset hedged risk; no ineffectiveness recorded. Effective portion is recorded to AOCL and ultimately reclassified to Interest expense
Not qualifying or not designated as hedges under accounting guidance:
Commodity hedges consisting of crude oil, heating oil and natural gas futures and forward contracts and call options	Volatility in crude oil and petroleum products prices - effect on market value of inventory or purchase commitments	Derivative is recorded in Other current assets (offset against margin deposits) or Accrued liabilities	Entire amount of change in fair value of derivative is recorded in Supply and logistics costs - product costs

Schedule Of Fair Value Of Derivative Assets And Liabilities

		Fair Value
	Consolidated Balance Sheets Location	December 31, 2012				December 31, 2011
Asset Derivatives:
Commodity derivatives—futures and call options:
Undesignated hedges	Current Assets - Other	758				306
Total asset derivatives		$	758			$	306
Liability Derivatives:
Commodity derivatives—futures and call options:
Undesignated hedges	Current Assets - Other	(3,357		)	(1)	(2,820		)	(1)
Total liability derivatives		$	(3,357	)		$	(2,820	)

(1) These derivative liabilities have been funded with margin deposits recorded in our Consolidated Balance Sheets under Current Assets - Other.

Schedule Of Effect On Consolidated Statements Of Operations And Other Comprehensive Income (Loss)

	Amount of Loss Recognized in Income
	Supply & Logistics Product Costs											Interest Expense Reclassified from AOCL							Other Comprehensive Loss Effective Portion
	Year Ended December 31,											Year Ended December 31,							Year Ended December 31,
	2012			2011				2010				2012		2011		2010			2012		2011		2010
Commodity derivatives—futures and call options:
Contracts designated as hedges under accounting guidance	$	—		$	(173	)	(1)	$	307		(1)	$	—	$	—	$	—		$	—	$	—	$	—
Contracts not considered hedges under accounting guidance	(2,388		)	(17,419		)		(4		)		—		—		—			—		—		—
Total commodity derivatives	(2,388		)	(17,592		)		303				—		—		—			—		—		—
Interest rate swaps designated as cash flow hedges under accounting guidance	—			—				—				—		—		(2,112		)	—		—		(424		)
Total derivatives	$	(2,388	)	$	(17,592	)		$	303			$	—	$	—	$	(2,112	)	$	—	$	—	$	(424	)

(1) Represents the amount of loss recognized in income for derivatives related to the fair value hedge of inventory. The amount excludes the gain on the hedged inventory under the fair value hedge of $0.8 million and $1 million for the years ended 2011 and 2010, respectively.