Physical Purchase And Sale of Gas And Electricity At Fixed Prices

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Unrealized Gain (Loss) on Derivative, Net, Recognized in Regulatory Assets

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Fair value as of the balance sheet date of the gross assets less the gross liabilities of a derivative liability or group of derivative liabilities.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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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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Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Risk Management and Hedging Activities (Details) (USD $)			3 Months Ended		6 Months Ended					6 Months Ended
	Jun. 30, 2011	Dec. 31, 2010	Jun. 30, 2011 Commodity Contract [Member] Forward Contracts [Member]	Jun. 30, 2010 Commodity Contract [Member] Forward Contracts [Member]	Jun. 30, 2011 Commodity Contract [Member] Forward Contracts [Member]	Jun. 30, 2010 Commodity Contract [Member] Forward Contracts [Member]	Jun. 30, 2011 Commodity Contract [Member] Forward Contracts [Member] Not Designated as Hedging Instrument [Member] Accrued Liabilities [Member]	Dec. 31, 2010 Commodity Contract [Member] Forward Contracts [Member] Not Designated as Hedging Instrument [Member] Accrued Liabilities [Member]	Jun. 30, 2011 Interest Rate Swap [Member]	Jun. 30, 2011 Interest Rate Swap [Member] Interest Expense [Member]
Derivative [Line Items]
Physical Purchase And Sale of Gas And Electricity At Fixed Prices	$ 0	$ 0
Natural gas net derivative liability							21,897,000	29,712,000
Derivative, Gain (Loss) on Derivative, Net			4,725,000	3,548,000	7,815,000	(9,701,000)
Derivative, Net Liability Position, Aggregate Fair Value			12,930,000		12,930,000
Collateral Already Posted, Aggregate Fair Value			0		0
Additional Collateral, Aggregate Fair Value			12,930,000		12,930,000
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)										594,000
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	8,700,000
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months									1,200,000
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net	$ 0	$ 0