Derivative Financial Instruments (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		9 Months Ended
	Sep. 30, 2011 cubicFeet Mi	Sep. 30, 2010	Sep. 30, 2011 cubicFeet Mi	Sep. 30, 2010	Dec. 31, 2010
Derivative Financial Instruments [Abstract]
Fair value of collateral provided by the Company	$ 18		$ 18		$ 2
Fair value of cash collateral received from counterparties	1		1		1
Aggregate fair value of HighMount's derivative instruments that are in a net liability position and subject to termination by the counterparties if certain covenants are not complied with	68		68
Derivative transactions entered into without hedge designation and not held in a trading portfolio	64	342	88	1,100
Derivative transactions terminated without hedge designation and not held in a trading portfolio	14	361	47	1,100
Cubic feet of natural gas equivalents hedged in billions	58,900,000,000		58,900,000,000
Percentage of commodity hedges with settlement dates in 2011			22.00%
Percentage of commodity hedges with settlement dates in 2012			57.00%
Estimated amount of net unrealized gains associated with commodity contracts that will be reclassified from AOCI into earnings during the next twelve months	21		21
Estimated amount of net unrealized gains (losses) associated with foreign exchange contracts that will be reclassified from AOCI into earnings during the next twelve months	(14)		(14)
Estimated amount of net unrealized gains (losses) associated with interest rate swap contracts that will be reclassified from AOCI into earnings during next twelve months	(45)		(45)
Amounts realized due to ineffectiveness	1	1	1	1
Gain (loss) reclassified from AOCI to earnings due to sale of underlying assets				(36)
Short sales proceeds	140		140		308
Fair value of short sale liabilities	$ 142		$ 142		$ 317