Quantitative Information about Level 3 Fair Value Measurements (Details) (USD $) In Millions, unless otherwise specified	9 Months Ended
Sep. 30, 2012
Natural gas contracts [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Derivative Asset, Fair Value, Total	$ 33
Oil contracts [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Derivative Asset, Fair Value, Total	45
Three Way collar contracts [Member] \| Oil contracts [Member] \| Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Credit Risk	4.00%
NYMEX Forward Curve Future Price	94.12
Fair Value Assumptions Expected Volatility Curves	3969.00%
Three Way collar contracts [Member] \| Oil contracts [Member] \| Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Credit Risk	0.01%
NYMEX Forward Curve Future Price	90.77
Fair Value Assumptions Expected Volatility Curves	2232.00%
Collar And Three Way Collar Contracts [Member] \| Natural gas contracts [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Derivative Asset, Fair Value, Total	$ 60
Collar And Three Way Collar Contracts [Member] \| Natural gas contracts [Member] \| Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Credit Risk	4.08%
NYMEX Forward Curve Future Price	4.44
Fair Value Assumptions Expected Volatility Curves	4424.00%
Collar And Three Way Collar Contracts [Member] \| Natural gas contracts [Member] \| Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Credit Risk	0.01%
NYMEX Forward Curve Future Price	2.93
Fair Value Assumptions Expected Volatility Curves	2312.00%
Swap [Member] \| Natural gas contracts [Member] \| Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Credit Risk	0.08%
NYMEX Forward Curve Future Price	3.62
Derivative Forward Price - Physical	3.50
Swap [Member] \| Natural gas contracts [Member] \| Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Credit Risk	0.02%
NYMEX Forward Curve Future Price	2.93
Derivative Forward Price - Physical	2.72

The forward phsyical location prices on the price risk forward or futures contracts, such as a gas futures contract.

No definition available.

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- Definition

Measure of dispersion, in percentage terms

+ References

No definition available.

+ Details

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- Definition

The forward price on the price risk forward or futures contract, such as a gas futures contract.

+ References

No definition available.

+ Details

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Namespace Prefix:	us-gaap_
Data Type:	us-types:perUnitItemType
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Period Type:	instant

- Definition

Fair value as of the balance sheet date of derivative instrument not designated as hedging instrument and classified as an asset.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 107

-Paragraph 10

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959

+ Details

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Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Risk associated with risk of default, credit spread risk and downgrade risk, expressed as a percentage, used as an input to measure fair value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (bbb)

-URI http://asc.fasb.org/extlink&oid=7578670&loc=d3e19207-110258

+ Details

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Period Type:	duration

- Details

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