XML 31 R55.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivative Instruments and Hedging Activities (Details)
12 Months Ended
Dec. 31, 2014
Crude Oil Commodity Contract [Member] | Swaps - NYMEX WTI 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX WTI
Volume Per Day 27,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNymexWti2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Fixed Price 88.80us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNymexWti2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Swaps - Dated Brent 2015  
Derivative [Line Items]  
Settlement Period 2015
Index Dated Brent
Volume Per Day 8,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsDatedBrent2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Fixed Price 100.31us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsDatedBrent2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Three Way Collars - NYMEX WTI 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX WTI
Volume Per Day 20,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNymexWti2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Short Put Price 70.50us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNymexWti2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Floor Price 87.55us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNymexWti2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Ceiling Price 94.41us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNymexWti2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Three Way Collars - Dated Brent 2015  
Derivative [Line Items]  
Settlement Period 2015
Index Dated Brent
Volume Per Day 13,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Short Put Price 76.92us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Floor Price 96.00us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Ceiling Price 108.49us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2015Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Swaps - NYMEX WTI 2016 [Member]  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX WTI
Volume Per Day 6,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Fixed Price 87.95us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Swaps - Dated Brent 2016 [Member]  
Derivative [Line Items]  
Settlement Period 2016
Index Dated Brent
Volume Per Day 9,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Fixed Price 97.96us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Three Way Collars - NYMEX WTI 2016 [Member]  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX WTI
Volume Per Day 3,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Short Put Price 72.00us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Floor Price 85.00us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Ceiling Price 94.82us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Three Way Collars - Dated Brent 2016 [Member]  
Derivative [Line Items]  
Settlement Period 2016
Index Dated Brent
Volume Per Day 6,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Short Put Price 80.00us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Floor Price 95.00us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Ceiling Price 105.87us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Natural Gas Commodity Contract [Member] | Swaps NYMEX HH 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX HH
Volume Per Day 140,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNymexHh2015Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Fixed Price 4.30us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNymexHh2015Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Natural Gas Commodity Contract [Member] | Three Way Collars NYMEX HH 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX HH
Volume Per Day 150,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNymexHh2015Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Short Put Price 3.58us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNymexHh2015Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Floor Price 4.25us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNymexHh2015Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Ceiling Price 5.04us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNymexHh2015Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Natural Gas Commodity Contract [Member] | Swaps - NYMEX HH 2016 [Member]  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX HH
Volume Per Day 10,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Fixed Price 3.90us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Natural Gas Commodity Contract [Member] | Three Way Collars - NYMEX HH 2016 [Member]  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX HH
Volume Per Day 30,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Short Put Price 3.00us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Floor Price 3.75us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Ceiling Price 4.40us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember