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Derivative Financial Instruments (Schedule Of Open Oil Derivative Positions) (Details)	9 Months Ended
	Sep. 30, 2014 bbl
NYMEX West Texas Intermediate Price Swaps Oil Q4 2014 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	75,000
Weighted Average Price Swap	94.14
NYMEX West Texas Intermediate Price Collars Oil Q4 2014 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	64,750
Weighted Average Floor Price	89.33
Weighted Average Ceiling Price	100.00
NYMEX West Texas Intermediate Call Options Sold Oil Q4 2014 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	42,000
Weighted Average Call Option Sold Price	116.43
NYMEX West Texas Intermediate Price Swaps Oil Q1 - Q4 2015 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	106,736
Weighted Average Price Swap	91.22
NYMEX West Texas Intermediate Price Collars Oil Q1 - Q4 2015 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	31,500
Weighted Average Floor Price	89.67
Weighted Average Ceiling Price	97.84
NYMEX West Texas Intermediate Call Options Sold Oil Q1 - Q4 2015 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	28,000
Weighted Average Call Option Sold Price	116.43
NYMEX West Texas Intermediate Call Options Sold Oil Q1 - Q4 2016 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	18,500
Weighted Average Call Option Sold Price	103.11
Western Canadian Select Basis Swaps Oil Q4 2014 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	50,000
Weighted Average Differential To WTI	(17.40)
Western Canadian Select Basis Swaps Oil Q1 - Q4 2015 [Member]
Derivatives, Fair Value [Line Items]
Volume Per Day (Bbls/d)	14,890
Weighted Average Differential To WTI	(18.92)

X

- Definition

Weighted Average Differential to W T I

+ References

No definition available.

+ Details

Name:	dvn_WeightedAverageDifferentialToWTI
Namespace Prefix:	dvn_
Data Type:	us-types:perUnitItemType
Balance Type:	na
Period Type:	duration

X

- Definition

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

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeAverageCapPrice
Namespace Prefix:	us-gaap_
Data Type:	us-types:perUnitItemType
Balance Type:	na
Period Type:	instant

X

- Definition

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

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeAverageFloorPrice
Namespace Prefix:	us-gaap_
Data Type:	us-types:perUnitItemType
Balance Type:	na
Period Type:	instant

X

- Definition

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

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeAveragePriceRiskOptionStrikePrice
Namespace Prefix:	us-gaap_
Data Type:	us-types:perUnitItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Nominal volume used to calculate payments on a derivative instrument.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeNonmonetaryNotionalAmountVolume
Namespace Prefix:	us-gaap_
Data Type:	num:volumeItemType
Balance Type:	na
Period Type:	duration

X

- Details

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

X

- Definition

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

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeSwapTypeAverageFixedPrice
Namespace Prefix:	us-gaap_
Data Type:	us-types:perUnitItemType
Balance Type:	na
Period Type:	instant