Financial Instruments (Narrative) (Details) (USD $)					6 Months Ended	3 Months Ended	6 Months Ended
	Mar. 31, 2014 counterparty		Sep. 30, 2013		Mar. 31, 2014 Exploration And Production [Member]	Mar. 31, 2014 Exploration And Production [Member] Over Counter Swaps Oil [Member]	Mar. 31, 2014 Energy Marketing [Member]	Mar. 31, 2014 Over-The-Counter Swap Position	Mar. 31, 2014 Fixed Price Purchase Commitments MMCf [Member] Energy Marketing [Member] MMcf	Mar. 31, 2014 Fair Value Hedges MMCf [Member] Energy Marketing [Member] MMcf	Mar. 31, 2014 Fixed Price Sales Commitments MMCf [Member] Energy Marketing [Member] MMcf	Mar. 31, 2014 Natural Gas MMCf [Member] Exploration And Production [Member] Cash Flow Hedges Short Position [Member] MMcf	Mar. 31, 2014 Natural Gas MMCf [Member] Energy Marketing [Member] MMcf	Mar. 31, 2014 Natural Gas MMCf [Member] Energy Marketing [Member] Cash Flow Hedges Short Position [Member] MMcf	Mar. 31, 2014 Natural Gas MMCf [Member] Energy Marketing [Member] Cash Flow Hedges Long Position [Member] MMcf	Mar. 31, 2014 Crude Oil Bbls [Member] Exploration And Production [Member] Cash Flow Hedges Short Position [Member] bbl	Mar. 31, 2014 Exchange Traded Futures Contracts [Member]	Sep. 30, 2013 Exchange Traded Futures Contracts [Member]	Mar. 31, 2014 Equity Mutual Fund [Member]	Sep. 30, 2013 Equity Mutual Fund [Member]	Mar. 31, 2014 Insurance Company Stock [Member]	Sep. 30, 2013 Insurance Company Stock [Member]	Mar. 31, 2014 Credit Risk Related Contingency Feature [Member] Over-The-Counter Swap Position counterparty
Derivative Instruments, Gain (Loss) [Line Items]
Cash surrender value of life insurance	$ 43,400,000		$ 57,600,000
Fair value																			34,400,000	31,800,000	7,600,000	6,500,000
Gross unrealized gain																			7,700,000	5,700,000	5,200,000	4,100,000
Nonmonetary notional amount of price risk cash flow hedge derivatives, natural gas												239,000	6,900	3,500	3,400
Nonmonetary notional amount of price risk cash flow hedge derivatives, crude oil																4,269,000
Net hedging gains/losses in accumulated other comprehensive income (loss)					4,800,000		200,000
After tax net hedging gains (losses) in accumulated other comprehensive income (loss)					2,800,000		100,000
Pre-Tax Net Hedging Gain (Losses) Reclassified Within Twelve Months					(31,500,000)		100,000
After Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months, less than $0.1 million for Energy Marketing Segment					(18,700,000)		100,000
Pre-Tax Net Hedging Gain (Losses) Reclassified After Twelve Months					36,300,000		100,000
After Tax Net Hedging Gains (Losses) Reclassified After Twelve Months					21,500,000		100,000
Nonmonetary notional amount of price risk fair value hedge derivatives, natural gas									500	7,500	7,000
Derivative gain (loss)						(1,800,000)
Number of counterparties in which the company holds over-the-counter swap positions	15
Number of counterparties in net gain position	4
Credit risk exposure per counterparty								5,800,000
Maximum credit risk exposure per counterparty								9,600,000
Hedging collateral deposits	0	[1]	1,094,000	[1]				0									0	1,100,000
Number of counterparties with a common credit-risk related contingency																							12
Fair market value of derivative asset with a credit-risk related contingency	22,300,000
Fair market value of derivative liability with a credit-risk related contingency	$ 19,100,000

[1] Netting Adjustments represent the impact of legally-enforceable master netting arrangements that allow the Company to net gain and loss positions held with the same counterparties. The net asset or net liability for each counterparty is recorded as an asset or liability on the Company’s balance sheet.