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Risk Management Activities (Details)
3 Months Ended
Mar. 31, 2022
USD ($)
BTU
$ / bbl
bbl
May 04, 2022
USD ($)
Dec. 31, 2021
USD ($)
Derivatives, Fair Value [Line Items]      
Liabilities from Price Risk Management Activities | $ $ 260,000,000   $ 269,000,000
Derivative Collateral [Abstract]      
Collateral Posted On Derivative | $ 2,275,000,000    
Collateral Already Posted On Derivative | $ 2,415,000,000   140,000,000
Collateral Held on Derivative | $ 0   0
Subsequent Event      
Derivative Collateral [Abstract]      
Collateral Already Posted On Derivative | $   $ 2,900,000,000  
Assets From Price Risk Management Activities | Price Risk Derivative      
Derivatives, Fair Value [Line Items]      
Derivative Asset, Fair Value, Gross Asset | $ [1]     7,000,000
Derivative Liability, Fair Value, Gross Liability | $ [1]     1,000,000
Other Assets | Price Risk Derivative      
Derivatives, Fair Value [Line Items]      
Derivative Asset, Noncurrent | $ [1] 0   6,000,000
Liabilities From Price Risk Management Activities | Price Risk Derivative      
Derivatives, Fair Value [Line Items]      
Liabilities from Price Risk Management Activities | $ [2] 260,000,000   269,000,000
Derivative Asset, Fair Value, Gross Asset | $ [2] 13,000,000   29,000,000
Derivative Liability, Fair Value, Gross Liability | $ [2] 1,948,000,000   421,000,000
Derivative Collateral [Abstract]      
Collateral Posted On Derivative | $ [2] 1,675,000,000   123,000,000
Other Liabilities | Price Risk Derivative      
Derivatives, Fair Value [Line Items]      
Derivative Liability, Noncurrent | $ [3] 110,000,000   37,000,000
Derivative Asset, Fair Value, Gross Asset | $ [3] 10,000,000   10,000,000
Derivative Liability, Fair Value, Gross Liability | $ [3] 860,000,000   64,000,000
Derivative Collateral [Abstract]      
Collateral Posted On Derivative | $ [3] $ 740,000,000   $ 17,000,000
Crude Oil | Derivative Contracts - January through March (closed) | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 140    
Weighted Average Price 65.58    
Crude Oil | Offsetting Derivative Contracts - January through March (closed) | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 0    
Weighted Average Price 0    
Crude Oil | Derivative Contracts - April through June | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 140    
Weighted Average Price 65.62    
Crude Oil | Offsetting Derivative Contracts - April through June | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 0    
Weighted Average Price 0    
Crude Oil | Derivative Contracts - July through September | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 140    
Weighted Average Price 65.59    
Crude Oil | OffSetting Derivative Contracts - July through September | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 0    
Weighted Average Price 0    
Crude Oil | Derivative Contracts - October through December | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 140    
Weighted Average Price 65.68    
Crude Oil | OffSetting Derivative Contracts - October and December | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 78    
Weighted Average Price 88.73    
Crude Oil | Derivative Contracts - January through March - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 150    
Weighted Average Price 67.92    
Crude Oil | OffSetting Derivative Contracts - January through March - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 0    
Weighted Average Price 0    
Crude Oil | Derivative Contracts - April through June - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 120    
Weighted Average Price 67.79    
Crude Oil | Offsetting Derivative Contracts - April through June - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 0    
Weighted Average Price 0    
Crude Oil | Derivative Contracts - July through September - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 100    
Weighted Average Price 70.15    
Crude Oil | Offsetting Derivative Contracts - July through September - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 0    
Weighted Average Price 0    
Crude Oil | Derivative Contracts - October through December - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 69    
Weighted Average Price 69.41    
Crude Oil | Offsetting Derivative Contracts - October through December - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl 0    
Weighted Average Price 0    
Crude Oil | Derivative Contracts - January through April (closed) | Roll Differential Swap      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl [4] 125    
Weighted Average Price [4] 0.15    
Crude Oil | Derivative Contracts - May through December | Roll Differential Swap      
Derivatives, Fair Value [Line Items]      
Volume (Bbld) | bbl [4] 125    
Weighted Average Price [4] 0.15    
Natural Gas | Derivative Contracts - January through March (closed) | Basis Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU [5] 210    
Weighted Average Price [5] (0.01)    
Natural Gas | Derivative Contracts - January through April (closed) | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU 725    
Weighted Average Price 3.57    
Natural Gas | Derivative Contracts - May through December | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU 725    
Weighted Average Price 3.57    
Natural Gas | Derivative Contracts - April through December | Basis Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU [5] 210    
Weighted Average Price [5] (0.01)    
Natural Gas | Derivative Contracts - Year Two | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU 725    
Weighted Average Price 3.18    
Natural Gas | Derivative Contracts - Year Two | Basis Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU [5] 135    
Weighted Average Price [5] (0.01)    
Natural Gas | Derivative Contracts - Year Three | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU 725    
Weighted Average Price 3.07    
Natural Gas | Derivative Contracts - Year Three | Basis Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU [5] 10    
Weighted Average Price [5] 0.00    
Natural Gas | Derivative Contracts - Year Four | Price Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU 725    
Weighted Average Price 3.07    
Natural Gas | Derivative Contracts - Year Four | Basis Swaps      
Derivatives, Fair Value [Line Items]      
Volume (MMBtud) | BTU [5] 10    
Weighted Average Price [5] 0.00    
[1] The noncurrent portion of Assets from Price Risk Management Activities consists of gross assets of $7 million, partially offset by gross liabilities of $1 million, at December 31, 2021.
[2] The current portion of Liabilities from Price Risk Management Activities consists of gross liabilities of $1,948 million, partially offset by gross assets of $13 million and collateral posted with counterparties of $1,675 million at March 31, 2022. The current portion of Liabilities from Price Risk Management Activities consists of gross liabilities of $421 million, partially offset by gross assets of $29 million and collateral posted with counterparties of $123 million, at December 31, 2021.
[3] The noncurrent portion of Liabilities from Price Risk Management Activities consists of gross liabilities of $860 million, partially offset by gross assets of $10 million and collateral posted with counterparties of $740 million at March 31, 2022. The noncurrent portion of Liabilities from Price Risk Management Activities consists of gross liabilities of $64 million, partially offset by gross assets of $10 million and collateral posted with counterparties of $17 million, at December 31, 2021.
[4] This settlement index is used to fix the differential in pricing between the NYMEX calendar month average and the physical crude oil delivery month.
[5] This settlement index is used to fix the differential between pricing at the Houston Ship Channel and NYMEX Henry Hub prices.