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Derivative Instruments and Hedging Activities (Details)
3 Months Ended
Mar. 31, 2015
Crude Oil Commodity Contract [Member] | Swaps - NYMEX WTI 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX WTI
Bbls 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
Bbls 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] | Two Way Collars - NYMEX WTI 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX WTI
Bbls Per Day 5,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_TwoWayCollarsNYMEXWTI2015MemberMember
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Floor Price 50.00us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_TwoWayCollarsNYMEXWTI2015MemberMember
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Ceiling Price 64.94us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_TwoWayCollarsNYMEXWTI2015MemberMember
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Three Way Collars - NYMEX WTI 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX WTI
Bbls 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
Bbls 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  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX WTI
Bbls 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  
Derivative [Line Items]  
Settlement Period 2016
Index Dated Brent
Bbls 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  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX WTI
Bbls Per Day 6,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Short Put Price 61.00us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Floor Price 72.50us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Ceiling Price 86.37us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXWTI2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Crude Oil Commodity Contract [Member] | Three Way Collars - Dated Brent 2016  
Derivative [Line Items]  
Settlement Period 2016
Index Dated Brent
Bbls Per Day 8,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Short Put Price 72.50us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Floor Price 86.25us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Weighted Average Ceiling Price 101.79us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsDatedBrent2016Member
/ nbl_DerivativeByRiskAxis
= nbl_CrudeOilCommodityContractMember
Natural Gas Commodity Contract | Swaps - NYMEX HH 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX HH
Bbls 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 | Three Way Collars - NYMEX HH 2015  
Derivative [Line Items]  
Settlement Period 2015
Index NYMEX HH
Bbls 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 | Swaps - NYMEX HH 2016  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX HH
Bbls Per Day 40,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
[1]
Weighted Average Fixed Price 3.60us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
[1]
Natural Gas Commodity Contract | Two Way Collars - NYMEX HH 2016  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX HH
Bbls Per Day 30,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_TwoWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Floor Price 3.00us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_TwoWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Ceiling Price 3.50us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_TwoWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Natural Gas Commodity Contract | Three Way Collars - NYMEX HH 2016  
Derivative [Line Items]  
Settlement Period 2016
Index NYMEX HH
Bbls Per Day 60,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Short Put Price 2.88us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Floor Price 3.50us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Ceiling Price 4.03us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_ThreeWayCollarsNYMEXHH2016Member
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Natural Gas Commodity Contract | Swaps - NYMEX HH Extension  
Derivative [Line Items]  
Bbls Per Day 30,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXHHExtensionMember
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Natural Gas Commodity Contract | Swaps - NYMEX HH Increase  
Derivative [Line Items]  
Bbls Per Day 30,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXHHIncreaseMember
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
Weighted Average Fixed Price 3.50us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeByNatureAxis
= nbl_SwapsNYMEXHHIncreaseMember
/ nbl_DerivativeByRiskAxis
= nbl_NaturalGasCommodityContractMember
[1]
[1] (1) We have entered into natural gas derivative contracts which give counterparties the option to extend for an additional 12-month period. Options covering a notional volume of 30,000 MMBtu/d are exercisable on December 22 and 23, 2016. If the counterparties exercise all such options, the notional volume of our existing natural gas derivative contracts will increase by 30,000 MMBtu/d at an average price of $3.50 per MMBtu for each month during the period January 1, 2017 through December 31, 2017.