Quantitative Information about Level 3 Fair Value Measurements (Details) (USD $) In Millions, unless otherwise specified	9 Months Ended
	Sep. 30, 2014
Fair Value, Option, Quantitative Disclosures [Line Items]
Liability Value	$ (8)
Stockholder Value Appreciation Program [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Liability Value	(7)
SBC Expected Volatility Rate, Maximum	37.00%
Natural gas contracts [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Derivative Asset, Fair Value, Total	19
Oil contracts [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Derivative Asset, Fair Value, Total	84
Options Held [Member] | Natural gas contracts [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Derivative Asset, Fair Value, Total	7
Options Held [Member] | Natural gas contracts [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Assumptions Expected Volatility Curves	50.03%
Credit Risk	0.639%
Options Held [Member] | Natural gas contracts [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Assumptions Expected Volatility Curves	24.78%
Credit Risk	0.01%
Options Held [Member] | Oil contracts [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Derivative Liability, Fair Value, Total	$ (8)
Options Held [Member] | Oil contracts [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Assumptions Expected Volatility Curves	52.12%
Credit Risk	3.95%
Options Held [Member] | Oil contracts [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Assumptions Expected Volatility Curves	14.54%
Credit Risk	0.01%