Quantitative Information about Level 3 Fair Value Measurements (Details) $ in Millions	3 Months Ended
	Mar. 31, 2017 USD ($)
Natural gas contracts [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	$ (22)
Natural gas contracts [Member] | Options Held [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	$ (10)
Natural gas contracts [Member] | Options Held [Member] | Minimum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions Expected Volatility Curves	24.33%
Credit Risk	0.01%
Natural gas contracts [Member] | Options Held [Member] | Maximum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions Expected Volatility Curves	41.31%
Credit Risk	1.25%
Oil contracts [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	$ 30
Oil contracts [Member] | Options Held [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	$ (53)
Oil contracts [Member] | Options Held [Member] | Minimum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions Expected Volatility Curves	22.57%
Credit Risk	0.01%
Oil contracts [Member] | Options Held [Member] | Maximum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions Expected Volatility Curves	118.40%
Credit Risk	1.25%