Financial Instruments (Narrative) (Details) $ in Thousands	3 Months Ended
	Dec. 31, 2019 USD ($) counterparty MMcf bbl		Dec. 31, 2018 USD ($)	Sep. 30, 2019 USD ($)	[1]	Sep. 30, 2018 USD ($)
Derivative Instruments, Gain (Loss) [Line Items]
Foreign Currency Forward Contract Hedge Duration	7 years
Derivative Gain or (Loss) Recognized in the Consolidated Statement of Income (Ineffective Portion and Amount Excluded from Effectiveness Testing)			$ 6,500
Net hedging gains (losses) in accumulated other comprehensive income (loss)	$ 41,800
After tax net hedging gains (losses) in accumulated other comprehensive income (loss)	30,700
Pre-Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months	39,100
After Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months	28,700
Fair market value of derivative asset with a credit-risk related contingency	31,300
Fair market value of derivative liability with a credit-risk related contingency	600
Hedging collateral deposits	$ 9,666	[1]	$ 2,784	$ 6,832		$ 3,441
Cash Flow and Fair Value Commodity Hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Hedge Duration	5 years
Over the Counter Swaps and Foreign Currency Forward Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Number of counterparties in which the company holds over-the-counter swap positions | counterparty	14
Number of counterparties in net gain position | counterparty	12
Credit risk exposure per counterparty	$ 3,400
Maximum credit risk exposure per counterparty	6,900
Collateral Received by the Company	0
Hedging collateral deposits	$ 0
Withdrawal of Storage Gas Mmcf [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk fair value hedge derivatives, natural gas | MMcf	200
Fair Value Hedges MMCf [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk fair value hedge derivatives, natural gas | MMcf	23,500
Fixed Price Sales Commitments MMCf [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk fair value hedge derivatives, natural gas | MMcf	23,300
Natural Gas MMCf [Member] | Cash Flow Hedges Short Position [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk cash flow hedge derivatives, natural gas | MMcf	88,100
Natural Gas MMCf [Member] | Cash Flow Hedges Long Position [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk cash flow hedge derivatives, natural gas | MMcf	2,700
Crude Oil Bbls [Member] | Cash Flow Hedges Short Position [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk cash flow hedge derivatives, crude oil | bbl	2,376,000
Exchange Traded Futures Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Hedging collateral deposits	$ 9,700
Foreign Currency Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Notional Amount	$ 77,300
Credit Risk Related Contingency Feature [Member] | Over the Counter Swaps and Foreign Currency Forward Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Number of counterparties with a common credit-risk related contingency | counterparty	11

[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.