The relatively fixed residential day-ahead real-time electricity price reflects insufficient information of the market, so the response of residential energy management system (EMS) to the real-time pricing (RTP) is not complete and therefore retailers are exposed to the risk of price fluctuation in balance market. Direct load control (DLC) in cooperative game is proposed in this paper. A cooperative game union comprised of some users and a retailer is established to minimize the union costs. The union provides an opportunity to access the balance market indirectly for residents and to reduce risks and costs for the retailer. In addition, Shapley value which embodies the fairness is used in union profits allocation. The method that avoids bidding for residential users simplifies the thresholds of residents to participate in market. Furthermore, the DLC union contributes to imbalance self-management for the retailer, which helps him avoid paying for the regulation cost involved in the deviation between the total quantity bought at markets and the actual consumption. The achievement of union's goal respects the constraints set by users. The method that alleviates the disturbance of DLC to residents meets the dual goals of being both fully responsive and non-disruptive.