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Derivative Financial Instruments (Schedule Of Oil Derivative Contracts Volume And Weighted Average Prices) (Details)
Mar. 31, 2015
May 05, 2015
Rollfactor Swap Contracts [Member]    
Derivative [Line Items]    
NYMEX swap multiple, second nearby month 0.6667pxd_SwapMultipleSecondNearbyMonth
/ us-gaap_TradingActivityByTypeAxis
= pxd_RollfactorSwapContractsMember
 
NYMEX swap multiple, third nearby month 0.3333pxd_SwapMultipleThirdNearbyMonth
/ us-gaap_TradingActivityByTypeAxis
= pxd_RollfactorSwapContractsMember
 
Oil contracts [Member] | Collar Contracts With Short Puts for Current Year [Member]    
Derivative [Line Items]    
Derivative, Nonmonetary Notional Amount 15,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforCurrentYearMember
[1]  
Oil contracts [Member] | Collar Contracts With Short Puts for Year 2 [Member]    
Derivative [Line Items]    
Derivative, Nonmonetary Notional Amount 73,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear2Member
[1],[2]  
Oil contracts [Member] | Collar Contracts With Short Puts for Year 2 - Extendible for Year 3 [Member]    
Derivative [Line Items]    
Derivative, Nonmonetary Notional Amount 5,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear1ExtendibleforYear2Member
 
Oil contracts [Member] | Swap Contracts for Current Year [Member]    
Derivative [Line Items]    
Derivative, Nonmonetary Notional Amount 82,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_SwapContractsforCurrentYearMember
 
Oil contracts [Member] | Swap Contracts for Year 2 [Member]    
Derivative [Line Items]    
Derivative, Nonmonetary Notional Amount 0invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_SwapContractsforYear2Member
 
Oil contracts [Member] | Rollfactor Swap Contracts for Current Year [Member]    
Derivative [Line Items]    
Derivative, Nonmonetary Notional Amount 37,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_RollfactorSwapContractsforCurrentYearMember
 
Oil contracts [Member] | Rollfactor Swap Contracts for Year 2 [Member]    
Derivative [Line Items]    
Derivative, Nonmonetary Notional Amount 0invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_RollfactorSwapContractsforYear2Member
 
Oil contracts, price per bbl [Member] | Collar Contracts With Short Puts for Current Year [Member]    
Derivative [Line Items]    
Derivative, Average Cap Price 97.69us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforCurrentYearMember
 
Derivative, Average Floor Price 82.97us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforCurrentYearMember
 
Oil contracts, price per bbl [Member] | Collar Contracts With Short Puts for Current Year [Member] | Short Put [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Price Per Unit 69.67pxd_DerivativeNotionalAmountPricePerUnit
/ us-gaap_DerivativeByNatureAxis
= pxd_ShortPutMember
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforCurrentYearMember
 
Oil contracts, price per bbl [Member] | Collar Contracts With Short Puts for Year 2 [Member]    
Derivative [Line Items]    
Derivative, Average Cap Price 79.48us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear2Member
 
Derivative, Average Floor Price 69.53us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear2Member
 
Oil contracts, price per bbl [Member] | Collar Contracts With Short Puts for Year 2 [Member] | Short Put [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Price Per Unit 47.36pxd_DerivativeNotionalAmountPricePerUnit
/ us-gaap_DerivativeByNatureAxis
= pxd_ShortPutMember
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear2Member
 
Oil contracts, price per bbl [Member] | Collar Contracts With Short Puts for Year 2 - Extendible for Year 3 [Member]    
Derivative [Line Items]    
Derivative, Average Cap Price 100.08us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear1ExtendibleforYear2Member
 
Derivative, Average Floor Price 90.00us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear1ExtendibleforYear2Member
 
Oil contracts, price per bbl [Member] | Collar Contracts With Short Puts for Year 2 - Extendible for Year 3 [Member] | Short Put [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Price Per Unit 80.00pxd_DerivativeNotionalAmountPricePerUnit
/ us-gaap_DerivativeByNatureAxis
= pxd_ShortPutMember
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear1ExtendibleforYear2Member
 
Oil contracts, price per bbl [Member] | Swap Contracts for Current Year [Member]    
Derivative [Line Items]    
Derivative, Swap Type, Average Fixed Price 71.18us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_SwapContractsforCurrentYearMember
 
Oil contracts, price per bbl [Member] | Swap Contracts for Year 2 [Member]    
Derivative [Line Items]    
Derivative, Swap Type, Average Fixed Price 0.00us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_SwapContractsforYear2Member
 
Oil contracts, price per bbl [Member] | Rollfactor Swap Contracts for Current Year [Member]    
Derivative [Line Items]    
Derivative, Swap Type, Average Fixed Price 0.06us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_RollfactorSwapContractsforCurrentYearMember
[3]  
Oil contracts, price per bbl [Member] | Rollfactor Swap Contracts for Year 2 [Member]    
Derivative [Line Items]    
Derivative, Swap Type, Average Fixed Price 0.00us-gaap_DerivativeSwapTypeAverageFixedPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_RollfactorSwapContractsforYear2Member
[3]  
Subsequent Event [Member] | Oil contracts [Member] | Collar Contracts With Short Puts for Year 2 [Member]    
Derivative [Line Items]    
Derivative, Nonmonetary Notional Amount   10,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsMember
/ us-gaap_SubsequentEventTypeAxis
= us-gaap_SubsequentEventMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear2Member
[1]
Subsequent Event [Member] | Oil contracts, price per bbl [Member] | Collar Contracts With Short Puts for Year 2 [Member]    
Derivative [Line Items]    
Derivative, Average Cap Price   71.10us-gaap_DerivativeAverageCapPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_SubsequentEventTypeAxis
= us-gaap_SubsequentEventMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear2Member
Derivative, Average Floor Price   60.00us-gaap_DerivativeAverageFloorPrice
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_SubsequentEventTypeAxis
= us-gaap_SubsequentEventMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear2Member
Subsequent Event [Member] | Oil contracts, price per bbl [Member] | Collar Contracts With Short Puts for Year 2 [Member] | Short Put [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Price Per Unit   47.50pxd_DerivativeNotionalAmountPricePerUnit
/ us-gaap_DerivativeByNatureAxis
= pxd_ShortPutMember
/ us-gaap_DerivativeInstrumentRiskAxis
= pxd_OilContractsPricePerBblMember
/ us-gaap_SubsequentEventTypeAxis
= us-gaap_SubsequentEventMember
/ us-gaap_TradingActivityByTypeAxis
= pxd_CollarContractsWithShortPutsforYear2Member
[1] (a)Counterparties have the option to extend for an additional year 5,000 Bbls per day of 2015 collar contracts with short puts with a ceiling price of $100.08 per Bbl, a floor price of $90.00 per Bbl and a short put price of $80.00 per Bbl. The option to extend is exercisable on December 31, 2015. These contracts give the counterparties the option to extend the contracts under the same terms for an additional year if the option to extend is exercised by the counterparties on December 31, 2015.
[2] (b)During the period from April 1, 2015 through May 5, 2015, the Company entered into additional oil collar contracts with short puts for 10,000 Bbl per day of 2016 production with a ceiling price of $71.10 per Bbl, a floor price of $60.00 per Bbl and a short put price of $47.50 per Bbl.
[3] Represents swaps that fix the difference between (i) each day's price per Bbl of WTI for the first nearby month less (ii) the price per Bbl of WTI for the second nearby NYMEX month, multiplied by .6667; plus (iii) each day's price per Bbl of WTI for the first nearby month less (iv) the price per Bbl of WTI for the third nearby NYMEX month, multiplied by .3333.