Name:	invest_DerivativeNonmonetaryNotionalAmount
Namespace Prefix:	invest_
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

Accumulated change, net of tax, in accumulated gains and losses from interest rate derivative instruments designated and qualifying as the effective portion of cash flow hedges, remaining in accumulated other comprehensive loss until fixed-rate debt is issued.

No definition available.

Name:	nbl_AccumulatedOtherComprehensiveIncomeLossRemainingCumulativeChangesInNetGainLossFromInterestRateCashFlowHedgesEffectNetOfTax
Namespace Prefix:	nbl_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

The amount of net gains (losses) on interest rate cash flow hedges expected to be reclassified over the term of the hedged item to earnings from accumulated other comprehensive income.

No definition available.

Name:	nbl_AmountOfDeferredLossesRelatedToInterestRateDerivativeInstrumentsCurrentlyBeingReclassifiedIntoEarnings
Namespace Prefix:	nbl_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

The amount of (gain) loss, net of tax, on derivative instruments recognized in other comprehensive (income) loss prior to settlement of interest rate swap.

No definition available.

Name:	nbl_AmountOfGainLossOnDerivativeInstrumentsRecognizedInOtherComprehensiveIncomeLoss
Namespace Prefix:	nbl_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

Net of tax amount remaining in Accumulated Other Comprehensive Loss that will be reclassified into interest expense over the life of the debt.

No definition available.

Name:	nbl_AoclAmountNetOfTaxToBeReclassifiedToInterestExpenseOverLifeOfDebt
Namespace Prefix:	nbl_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

Contract period of time relating to a derivative instrument.

No definition available.

Name:	nbl_DerivativeProductionPeriod
Namespace Prefix:	nbl_
Data Type:	us-types:dateStringItemType
Balance Type:	na
Period Type:	duration

Weighted average price differential related to the Index Less Differential.

No definition available.

Name:	nbl_DerivativeWeightedAverageDifferential
Namespace Prefix:	nbl_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

Reference to the index or unit of measurement for the underlying which establishes the pricing terms of the derivative instrument. For example, the basis on the underlying for a natural gas futures contract might be the NYMEX price per million British thermal units (MMBtu).

No definition available.

Name:	nbl_IndexLessDifferential
Namespace Prefix:	nbl_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

The position of the settled interest rate swap as of the settlement date.

No definition available.

Name:	nbl_NetLiabilityPositionOfSettledInterestRateSwap
Namespace Prefix:	nbl_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

The average cap rate on a group of price risk derivatives such as caps or collars. A payment (receipt) is triggered if the market rate exceeds the cap rate on the contract.

No definition available.

Name:	us-gaap_DerivativeAverageCapPrice
Namespace Prefix:	us-gaap_
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

The average floor rate on a group of price risk derivatives such as floors or collars. A payment (receipt) is triggered if the market rate falls below the floor rate on the contract.

No definition available.

Name:	us-gaap_DerivativeAverageFloorPrice
Namespace Prefix:	us-gaap_
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

The average strike price on the group of price risk option contracts such as put options or call options.

No definition available.

Name:	us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
Namespace Prefix:	us-gaap_
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

Fair value of derivative asset, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 205G

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 44C

-Subparagraph a

-Clause 1

Name:	us-gaap_DerivativeFairValueOfDerivativeAsset
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

Fair value of derivative liability, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

Name:	us-gaap_DerivativeFairValueOfDerivativeLiability
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Details

Name:	us-gaap_DerivativeLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Details

Name:	us-gaap_DerivativesFairValueLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

Average fixed price related to the group of price risk swap derivatives.

No definition available.

Name:	us-gaap_DerivativeSwapTypeAverageFixedPrice
Namespace Prefix:	us-gaap_
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

No definition available.

Name:	us-gaap_DerivativeUnderlyingBasis
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

Aggregate net gain (loss) on all derivative instruments recognized in earnings during the period, before tax effects.

No definition available.

Name:	us-gaap_GainLossOnDerivativeInstrumentsNetPretax
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings .

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 95

-Paragraph 28

Name:	us-gaap_GainLossOnSaleOfDerivatives
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Details

Name:	us-gaap_ScheduleOfDerivativeInstrumentsAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

The aggregate increase (decrease) in the market value of open derivatives, commodity, or energy contracts. These gains (losses) are included in earnings.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 95

-Paragraph 28