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Risk Management and Trading Activities (Details) (Textual) (USD $) In Millions, unless otherwise specified	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Risk Management and Trading Activities (Textuals)
Corporation reclassified after-tax gains/(losses) from accumulated other comprehensive income to earnings	$ (81)	$ (84)	$ (162)	$ (167)	$ (338)
Number of other open crude oil and natural gas hedges	0		0
Increase (decrease) of exploration and production sales and other operating revenue due to hedging activities	(128)	(133)	(256)	(264)	(533)
Gross notional amount of interest rate swaps	895		895
Change in the fair value of interest rate swaps - increase/(decrease)	5	8	3	9
Change in the carrying value of the hedged fixed rate debt - increase/(decrease)	5	8	3	9
Percentage of Information disclosed for trading partnership			100.00%
Fixed rate, long-term debt-carrying value	5,539		5,539		5,569
Long-term debt fair value	6,285		6,285		6,353
Cash received as collateral	163		163		213
Corporation posted cash to counterparties	42		42		34
Outstanding letters of credit	2,132		2,132
Net liability related to derivatives with contingent collateral provisions	1,175		1,175
Cash collateral posted for derivatives with contingent collateral provisions	2		2
Voting interest in trading partnership			50.00%
Additional collateral	300		300
The length of time over which the Corporation hedges exposure to variability in future cash flows (in number of years)			2 years or less
Hedge contracts associated with the termination of brent crude oil cash flow hedges covering the period through 2012 (barrels per day)			24,000
Maximum duration for the outstanding hedging contracts (in number of years)			3 years
Corporate Risk Management [Member]
Risk Management and Trading Activities (Textuals)
After-tax deferred gains/(losses) in Accumulated other comprehensive income	(483)		(483)		(638)
Reclassification of accumulated other comprehensive income/(losses) into earnings over the next twelve months			(325)
Not designated as hedges [Member] \| Energy Marketing Activities [Member]
Risk Management and Trading Activities (Textuals)
Net realized and unrealized pre-tax gains (losses) on derivative contracts not designated as hedges	31	38	28	112
Energy Marketing Activities [Member]
Risk Management and Trading Activities (Textuals)
After-tax deferred gains/(losses) in Accumulated other comprehensive income	(91)		(91)		(147)
Reclassification of accumulated other comprehensive income/(losses) into earnings over the next twelve months			(59)
Corporation reclassified after-tax gains/(losses) from accumulated other comprehensive income to earnings	(33)	(110)	(53)	(201)
Gain (loss) from hedge ineffectiveness reflected in earnings		1	(2)
Gain (loss) from hedge ineffectiveness reflected in earnings	less than 1			less than 1
Increase (decrease) in fair value of energy marketing cash flow hedge positions	$ 1	$ 67	$ 3	$ (159)
Trading Companies [Member]
Risk Management and Trading Activities (Textuals)
Fair Value, Concentration of Risk, Accounts Receivable	8.00%		8.00%
Integrated Oil Companies [Member]
Risk Management and Trading Activities (Textuals)
Fair Value, Concentration of Risk, Accounts Receivable	30.00%		30.00%
Government Entities [Member]
Risk Management and Trading Activities (Textuals)
Fair Value, Concentration of Risk, Accounts Receivable	9.00%		9.00%
Manufacturing [Member]
Risk Management and Trading Activities (Textuals)
Fair Value, Concentration of Risk, Accounts Receivable	8.00%		8.00%
Services [Member]
Risk Management and Trading Activities (Textuals)
Fair Value, Concentration of Risk, Accounts Receivable	7.00%		7.00%
Real Estate [Member]
Risk Management and Trading Activities (Textuals)
Fair Value, Concentration of Risk, Accounts Receivable	7.00%		7.00%