Derivative Instruments and Hedging Activities (Details) (USD $)	3 Months Ended		9 Months Ended				9 Months Ended						0 Months Ended	9 Months Ended					3 Months Ended				9 Months Ended															3 Months Ended				9 Months Ended				3 Months Ended		9 Months Ended										3 Months Ended		9 Months Ended						3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010	Feb. 15, 2011	Dec. 31, 2010	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Two Way Collar 1 [Member]	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Swaps 1 [Member]		Sep. 30, 2011 Crude Oil Commodity Contract [Member] Swaps 2 [Member]	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Swaps 3 [Member]	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Swaps 4 [Member]	Oct. 15, 2011 Crude Oil Commodity Contract [Member] Three Way Collars 1 [Member]	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Three Way Collars 1 [Member]	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Three Way Collars 2 [Member]	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Three Way Collars 3 [Member]	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Three Way Collars 4 [Member]	Sep. 30, 2011 Crude Oil Commodity Contract [Member] Three Way Collars 5 [Member]	Sep. 30, 2011 Derivative Instruments in Cash Flow Hedging Relationships [Member] Crude Oil Commodity Contract [Member]		Sep. 30, 2010 Derivative Instruments in Cash Flow Hedging Relationships [Member] Crude Oil Commodity Contract [Member]		Sep. 30, 2011 Derivative Instruments in Cash Flow Hedging Relationships [Member] Crude Oil Commodity Contract [Member]		Sep. 30, 2010 Derivative Instruments in Cash Flow Hedging Relationships [Member] Crude Oil Commodity Contract [Member]		Sep. 30, 2011 Natural Gas Commodity Contract [Member] Two Way Collar 1 [Member]	Sep. 30, 2011 Natural Gas Commodity Contract [Member] Swaps 1 [Member]		Sep. 30, 2011 Natural Gas Commodity Contract [Member] Swaps 2 [Member]	Sep. 30, 2011 Natural Gas Commodity Contract [Member] Swaps 3 [Member]	Sep. 30, 2011 Natural Gas Commodity Contract [Member] Swaps 4 [Member]		Sep. 30, 2011 Natural Gas Commodity Contract [Member] Basis Swaps 5 [Member]	Sep. 30, 2011 Natural Gas Commodity Contract [Member] Three Way Collars 1 [Member]	Sep. 30, 2011 Natural Gas Commodity Contract [Member] Three Way Collars 2 [Member]	Sep. 30, 2011 Natural Gas Commodity Contract [Member] Three Way Collars 3 [Member]	Sep. 30, 2011 Derivative Instruments in Cash Flow Hedging Relationships [Member] Natural Gas Commodity Contract [Member]		Sep. 30, 2010 Derivative Instruments in Cash Flow Hedging Relationships [Member] Natural Gas Commodity Contract [Member]		Sep. 30, 2011 Derivative Instruments in Cash Flow Hedging Relationships [Member] Natural Gas Commodity Contract [Member]		Sep. 30, 2010 Derivative Instruments in Cash Flow Hedging Relationships [Member] Natural Gas Commodity Contract [Member]		Sep. 30, 2011 Derivative Instruments Not Designated as Hedging Instruments [Member] Commodity derivative instruments [Member]	Sep. 30, 2010 Derivative Instruments Not Designated as Hedging Instruments [Member] Commodity derivative instruments [Member]	Sep. 30, 2011 Derivative Instruments Not Designated as Hedging Instruments [Member] Commodity derivative instruments [Member]	Sep. 30, 2010 Derivative Instruments Not Designated as Hedging Instruments [Member] Commodity derivative instruments [Member]	Sep. 30, 2011 Commodity derivative instruments [Member] Current Assets [Member]	Dec. 31, 2010 Commodity derivative instruments [Member] Current Assets [Member]	Sep. 30, 2011 Commodity derivative instruments [Member] Noncurrent Assets [Member]	Dec. 31, 2010 Commodity derivative instruments [Member] Noncurrent Assets [Member]	Sep. 30, 2011 Commodity derivative instruments [Member] Current Liabilities [Member]	Dec. 31, 2010 Commodity derivative instruments [Member] Current Liabilities [Member]	Sep. 30, 2011 Commodity derivative instruments [Member] Noncurrent Liabilities [Member]	Dec. 31, 2010 Commodity derivative instruments [Member] Noncurrent Liabilities [Member]	Sep. 30, 2011 Derivative Instruments in Cash Flow Hedging Relationships [Member] Interest rate derivative instruments [Member]	Sep. 30, 2010 Derivative Instruments in Cash Flow Hedging Relationships [Member] Interest rate derivative instruments [Member]	Sep. 30, 2011 Derivative Instruments in Cash Flow Hedging Relationships [Member] Interest rate derivative instruments [Member]	Sep. 30, 2010 Derivative Instruments in Cash Flow Hedging Relationships [Member] Interest rate derivative instruments [Member]	Sep. 30, 2011 Interest rate derivative instruments [Member] Current Assets [Member]	Dec. 31, 2010 Interest rate derivative instruments [Member] Current Assets [Member]	Sep. 30, 2011 Interest rate derivative instruments [Member] Current Liabilities [Member]	Dec. 31, 2010 Interest rate derivative instruments [Member] Current Liabilities [Member]	Sep. 30, 2011 Derivative Instruments in Cash Flow Hedging Relationships [Member]	Sep. 30, 2010 Derivative Instruments in Cash Flow Hedging Relationships [Member]	Sep. 30, 2011 Derivative Instruments in Cash Flow Hedging Relationships [Member]	Sep. 30, 2010 Derivative Instruments in Cash Flow Hedging Relationships [Member]
Notes to Financial Statements [Abstract]
Net liability position of settled interest rate swap					$ 40,000,000
AOCL amount, net of tax, to be reclassified to interest expense over the life of the debt					26,000,000
Derivative [Line Items]
Period							2011	2011		2012	2012	2013	2013	2011	2012	2012	2013	2013									2011	2011		2012	2013	2011		2012	2011	2012	2013
Index							NYMEX WTI	NYMEX WTI	[1]	NYMEX WTI	Dated Brent	Dated Brent	Dated Brent	NYMEX WTI	NYMEX WTI	Dated Brent	NYMEX WTI	Dated Brent									NYMEX HH	NYMEX HH	[2]	NYMEX HH	NYMEX HH	IFERC CIG	[3]	IFERC CIG	NYMEX HH	NYMEX HH	NYMEX HH
Index Less Differential																																NYMEX HH		NYMEX HH
Volume Per Day							13,000	5,000		5,000	8,000	3,000	5,000	12,000	23,000	3,000	5,000	5,000									140,000	25,000		30,000	30,000	140,000		150,000	50,000	110,000	50,000
Weighted Average Fixed Price							0	85.52		91.84	89.06	98.03	0	0	0	0	0	0									0	6.41		5.10	5.25				0	0	0
Weighted Average Short Put Price							0	0		0	0	0	90.00	58.33	61.09	70.00	65.00	80.00									0	0		0	0				4.00	4.44	4.00
Weighted Average Floor Price							80.15	0		0	0	0	102.00	78.33	83.04	95.83	85.00	99.71									5.95	0		0	0				5.00	5.25	5.25
Weighted Average Ceiling Price							94.63	0		0	0	0	128.15	100.71	101.66	105.00	113.63	127.32									6.82	0		0	0				6.70	6.66	5.59
Weighted Average Differential																																(0.70)		(0.52)
Derivatives, Fair Value [Line Items]
Derivative Asset Not Designated as Hedging Instrument, Fair Value																																																		87,000,000	62,000,000	44,000,000	0
Derivative Asset Designated as Hedging Instrument, Fair Value																																																														0	0
Derivative Asset, Fair Value	131,000,000		131,000,000			62,000,000
Derivative Liability Not Designated as Hedging Instrument, Fair Value																																																						6,000,000	24,000,000	0	51,000,000
Derivative Liability Designated as Hedging Instrument, Fair Value																																																																0	63,000,000
Derivative Liability, Fair Value	6,000,000		6,000,000			138,000,000
Derivative Instruments, Gain (Loss) [Line Items]
Realized Mark-to-Market Gain																																														(22,000,000)	(33,000,000)	(39,000,000)	(65,000,000)
Unrealized Gain on Commodity Derivative Instruments			(140,000,000)	(215,000,000)																																										(300,000,000)	(5,000,000)	(140,000,000)	(215,000,000)
Total Gain on Commodity Derivative Instruments	(322,000,000)	(38,000,000)	(179,000,000)	(280,000,000)																																										(322,000,000)	(38,000,000)	(179,000,000)	(280,000,000)
Amount of (Gain) Loss on Derivative Instruments Recognized in Other Comprehensive (Income) Loss																			0	[4]	0	[4]	0	[4]	0	[4]												0	[4]	0	[4]	0	[4]	0	[4]													0	47,000,000	(23,000,000)	141,000,000					0	47,000,000	(23,000,000)	141,000,000
Amount of (Gain) Loss on Derivative Instruments Reclassified from Accumulated Other Comprehensive Loss																			0	[4]	5,000,000	[4]	0	[4]	14,000,000	[4]												0	[4]	0	[4]	0	[4]	1,000,000	[4]													0	0	1,000,000	0					0	5,000,000	1,000,000	15,000,000
Amount of Deferred Losses Related to Interest Rate Derivative Instruments to be Amortized to Interest Expense Over the Life of the Related Debt Issuance	27,000,000		27,000,000
Amount of Deferred Losses Related to Interest Rate Derivative Instruments Currently Being Reclassified Into Earnings	$ 2,000,000		$ 2,000,000

[1] West Texas Intermediate

[2] Henry Hub

[3] Colorado Interstate Gas - Northern System

[4] Includes effect of commodity derivative instruments previously accounted for as cash flow hedges. All net derivative gains and losses that were deferred in AOCL as a result of previous cash flow hedge accounting, had been reclassified to earnings by December 31, 2010.