Financial Instruments Derivatives Guarantees and Concentration of Credit Risk (Details Textual) (USD $) In Millions, unless otherwise specified	6 Months Ended
	Jun. 30, 2011	Dec. 31, 2010
Schedule of Cost-method Investments [Line Items]
Percentage of long term debt publicly traded	96.00%	100.00%
Expected duration of future net cash flows for derivatives classified as current (Months)	12 months
Collateral totaling of credit risk		$ 8
Aggregate fair value of net derivative liability position	22	36
Reduced liability balance of credit risk	1	1
Additional collateral of credit risk	22	29
Maximum period hedged in cash flow hedge (Years)	2 years
Net gains of cash flow hedge to be reclassified into earnings within next year	97
Tax provision benefit of net gains of cash flow hedges to be reclassified into earnings within next year	58
Maximum potential exposure of guarantees	38	39
Carrying value of guarantees included in accrued liabilities	34	35
Number of Largest Net Counter party Positions investment grade	10
Portion of net credit exposure from derivatives represented by largest net counterparty associated with investment grade counterparties	98.00%
Portion of net credit exposure from derivatives represented by counterparty positions associated with Exploration & Production's hedging facility	86.00%
Collateral support under Exploration Productions hedging facility	0
Collateral support related to other derivative positions	4
Not Publicly Traded
Schedule of Cost-method Investments [Line Items]
Cost Method Investments	$ 1	$ 2