Derivatives (Details Textual) (USD $) In Millions, unless otherwise specified	12 Months Ended
Dec. 31, 2011	Jun. 12, 2009
Derivatives (Textual) [Abstract]
Hedged value of revolving credit facility	$ 100
Variable portion of the interest rate swap tied	1-Month LIBOR
Variable Interest Rate Swap Expiration Date	Oct. 12, 2012
Commodity Futures Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Cash flow hedge derivative losses expected to be reclassified into earnings within the next 12 months	6.0
Derivatives scheduled to mature	May 2013
Interest Rate Swap [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Cash flow hedge derivative losses expected to be reclassified into earnings within the next 12 months	1.1
Notional amount cash flow Hedge		$ 100
Variable interest rate swap with financial institution at fixed interest rate		2.66%

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Hedged value of revolving credit facility.

+ References

No definition available.

+ Details

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Data Type:	xbrli:monetaryItemType
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Period Type:	instant

- Definition

Variable interest rate swap expiration date.

+ References

No definition available.

+ Details

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(2)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=6887037&loc=d3e80748-113994

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- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

+ Details

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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- Details

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- Definition

Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(3)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=6887037&loc=d3e80748-113994

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- Definition

Aggregate notional amount of all derivatives designated as cash flow hedging instruments. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Notional Amount

-URI http://asc.fasb.org/extlink&oid=6519104

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