Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENTS - Interest Swap Derivatives (Details)

v2.4.1.9
FAIR VALUE MEASUREMENTS - Interest Swap Derivatives (Details) (Interest Rate Swap [Member], Level 2 [Member], USD $)
In Thousands, unless otherwise specified
 3 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis [Roll Forward]    
Fair value at beginning of period $ (1,072)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis $ 70nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
Unrealized losses included in interest expense (121)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarnings (6)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarnings
Losses on interest rate swaps reclassified into interest expense from accumulated other comprehensive loss 385nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarningsReclassificationFromAOCICurrentPeriod  
Unrealized losses included in accumulated other comprehensive loss (1,166)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss  
Fair value of end of period (1,974)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis 64nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
Designated as Hedging Instrument [Member]    
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis [Roll Forward]    
Fair value at beginning of period (865)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember 		0nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Unrealized losses included in interest expense 0nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarnings
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember 		0nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarnings
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Losses on interest rate swaps reclassified into interest expense from accumulated other comprehensive loss 385nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarningsReclassificationFromAOCICurrentPeriod
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember 		 
Unrealized losses included in accumulated other comprehensive loss (1,166)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember 		 
Fair value of end of period (1,646)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember 		0nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Not Designated as Hedging Instrument [Member]    
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis [Roll Forward]    
Fair value at beginning of period (207)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember 		70nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Unrealized losses included in interest expense (121)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarnings
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember 		(6)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarnings
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Losses on interest rate swaps reclassified into interest expense from accumulated other comprehensive loss 0nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInEarningsReclassificationFromAOCICurrentPeriod
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember 		 
Unrealized losses included in accumulated other comprehensive loss 0nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember 		 
Fair value of end of period $ (328)nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember 		$ 64nsa_FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasis
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember