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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions	9 Months Ended
	Sep. 30, 2025 TWh bbl
Crude Oil Purchases | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	9.4
Time Spread on Hedging Anticipated Crude Oil Lease Gathering Purchases | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	2.1
Crude oil basis spread position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	2.5
Anticipated Net Sales of Crude Oil and NGL Inventory | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	5.7
Power Supply Requirements | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in terawatt hours) | TWh	0.5

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+ References

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/exampleRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 181
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480401/815-10-55-181

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