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DERIVATIVE INSTRUMENTS, CREDIT RISK EXPOSURE (Details) (USD $)
12 Months Ended12 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Nov. 23, 2011
NJRES [Member]
Long Position [Member]
Loss on Receivables [Member]
CHICAGO MERCANTILE EXCHANGE [Member]
Nov. 04, 2011
NJRES [Member]
Loss on Receivables [Member]
Nov. 04, 2011
NJRES [Member]
Loss on Receivables [Member]
CHICAGO MERCANTILE EXCHANGE [Member]
Nov. 04, 2011
NJRES [Member]
Loss on Receivables [Member]
INTERCONTINENTAL EXCHANGE [Member]
Sep. 30, 2011
External Credit Rating, Investment Grade [Member]
Sep. 30, 2011
External Credit Rating, Non Investment Grade [Member]
Sep. 30, 2011
Internally Rated Investment Grade [Member]
Sep. 30, 2011
Internally Rated Noninvestment Grade [Member]
Credit Risk Exposure [Line Items]          
Gross credit exposure$ 187,823,000     $ 143,486,000$ 7,771,000$ 26,708,000$ 9,858,000
Derivative, Net Liability Position, Aggregate Fair Value4,100,0007,400,000        
Additional Collateral, Aggregate Fair Value1,700,0005,500,000        
Margin Deposit Assets, Estimated Percent Lost   11.00%      
Margin Deposit Assets  $ 3,600,000$ 27,800,000$ 10,600,000$ 17,200,000