Disclosures About Fair Value of Financial Instruments (Details) Fair Value of Assets and Liabilities on a Recurring Basis (USD $) In Thousands, unless otherwise specified	Mar. 31, 2012		Dec. 31, 2011
Liabilities
Deferred compensation	$ 38,086		$ 36,315
Fair Value, Measurements, Recurring [Member]
Assets
Available-for-sale securities	76,788	[1]	78,276	[1]
Readily marketable inventory	6,776	[2]
Derivative instruments	180	[3]
Liabilities
Derivative instruments	1,416	[3]	2,511	[3]
Fair Value, Measurements, Recurring [Member] | Quoted Prices In Active Markets for Identical Assets (Level 1)
Assets
Available-for-sale securities	56,001	[1]	58,739	[1]
Readily marketable inventory	6,776	[2]
Derivative instruments	21	[3]
Liabilities
Derivative instruments	729	[3]
Fair Value, Measurements, Recurring [Member] | Significant Other Observable Inputs (Level 2)
Liabilities
Derivative instruments	687	[3]	2,511	[3]
OTC BULLETIN BOARD
Assets
Available-for-sale securities	30,500
OTC BULLETIN BOARD | Fair Value, Measurements, Recurring [Member] | Significant Other Observable Inputs (Level 2)
Assets
Available-for-sale securities	20,787	[1]	19,537	[1]
Derivative instruments	$ 159	[3]

[1] Where there are quoted market prices that are readily available in an active market, securities are classified as Level 1 of the valuation hierarchy. Level 1 available-for-sale investments are valued using quoted market prices multiplied by the number of shares owned and debt securities are valued using a market quote in an active market. All Level 2 available-for-sale securities are one class because they all contain similar risks and are valued using market prices and include securities where the markets are not active, that is where there are few transactions, or the prices are not current or the prices vary considerably over time. Inputs include directly or indirectly observable inputs such as quoted prices. Level 3 available-for-sale securities would include securities where valuation is based on unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets. This includes certain pricing models, discounted cash flow methodologies and similar techniques that use significant unobservable inputs.

[2] Readily marketable inventory are commodity inventories that are reported at fair value based on commodity exchange quotations. Inventories are valued based on the quoted market price for the underlying commodity multiplied by the quantity of inventory and are classified as Level 1.

[3] Included in this caption are three types of derivative contracts: swaps, exchange traded futures, and forward commodity purchase and sale. The exchange traded futures contracts are valued based on quoted prices in active markets and are classified as Level 1. Level 1 exchange traded futures contracts are valued using the quoted market price multiplied by the number of contracts. The swaps are classified as Level 2 because the inputs are directly observable, such as the quoted market prices for relevant commodity futures contracts. The swaps are valued based on the difference of the arithmetic average of the quoted market price of the relevant underlying multiplied by the notional quantities, and the arithmetic average of the prices specified in the instrument multiplied by the notional quantities. Forward commodity purchase and sale contracts classified as derivatives are valued using quantitative models that require the use of multiple inputs including quoted market prices and various other assumptions including time value. These contracts are categorized as Level 2 and are valued based on the difference between the quoted market price and the price in the contract multiplied by the undelivered notional quantity deliverable under the contract