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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions, Mcf in Millions, MWh in Millions	12 Months Ended
	Dec. 31, 2017 MWh Mcf bbl
Net long position associated with crude oil purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	3.3
Net short time spread position hedging anticipated crude oil lease gathering purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	5.2
Crude oil grade basis position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	30.3
Net short position related to anticipated net sales of crude oil and NGL inventory
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	16.5
PLA net short position consisting of crude oil futures related to anticipated sales
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	1.1
PLA oil long call option position related to anticipated sales
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	0.9
Long natural gas position for natural gas purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf) | Mcf	54.3
Short propane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	8.6
Short butane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	2.6
Short WTI position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	1.0
Long power position for power supply requirements
Commodity Price Risk Hedging:
Derivative position notional amount (in megawatt hours) | MWh	0.4

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Nominal energy measure used to calculate payments on a derivative instrument.

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

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