Derivative Instruments (Details Textuals) (USD $)	3 Months Ended	6 Months Ended			3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended
	Jun. 30, 2011	Jun. 30, 2011	Dec. 31, 2010	Jun. 30, 2010	Jun. 30, 2011 Cash Flow Hedges	Jun. 30, 2010 Cash Flow Hedges	Jun. 30, 2011 Cash Flow Hedges	Jun. 30, 2010 Cash Flow Hedges	Jun. 30, 2011 Fair Value Hedging	Jun. 30, 2010 Fair Value Hedging	Jun. 30, 2011 Fair Value Hedging	Jun. 30, 2010 Fair Value Hedging	Jun. 30, 2011 Interest Rate Swap	Jun. 30, 2011 Allegheny
Derivative [Line Items]
Losses to be amortized to interest expenses during next twelve months	$ 3,000,000	$ 3,000,000			$ 10,000,000		$ 10,000,000		$ 22,000,000		$ 22,000,000
Reclassifications from accumulated other comprehensive loss					3,000,000	3,000,000	6,000,000	6,000,000
Notional Amount of Interest Rate Fair Value Hedge Derivatives													200,000,000
FirstEnergy posted of collateral related to net liability positions	81,000,000	81,000,000												2,000,000
Reclassifications from long-term debt									6,000,000	2,000,000	11,000,000	3,000,000
Derivative Instruments (Textuals) [Abstract]
Expected adverse change in quoted market prices of derivative instruments				10.00%
Decrease net income due to adverse change in commodity prices		31,000,000
Decrease net income due to adverse change in commodity prices, net of tax		20,000,000
Cash Flow Hedges Derivative assets			104,000,000
Cash Flow Hedges Derivative liabilities			101,000,000
Unamortized gains or losses associated with designated cash flow hedges	8,000,000	8,000,000
Unamortized gains or losses associated with prior interest rate hedges	84,000,000	84,000,000
Unamortized gains or losses associated with prior interest rate hedges net of tax	55,000,000	55,000,000
Reclassifications from AOCL into other operating expense	14,000,000	19,000,000
Gains included in long-term debt associated with prior fixed-for-floating interest rate swap agreements	113,000,000	113,000,000
Gains included in long-term debt associated with prior fixed-for-floating interest rate swap agreements, net of tax	73,000,000	73,000,000
Net liability position under commodity derivative contracts	45,000,000	45,000,000
Additional collateral related to commodity derivatives	$ 49,000,000	$ 49,000,000
Number of Interest Rate Swap Agreements		2