Financial Instruments (Narrative) (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Mar. 31, 2020 USD ($) counterparty MMcf bbl		Mar. 31, 2020 USD ($) counterparty MMcf bbl		Sep. 30, 2019 USD ($)	[1]	Mar. 31, 2019 USD ($)	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)	$ 6,700		$ 200
Net hedging gains (losses) in accumulated other comprehensive income (loss)	93,100		93,100
After tax net hedging gains (losses) in accumulated other comprehensive income (loss)	67,900		67,900
Pre-Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months			80,900
After Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months			59,000
Fair market value of derivative asset with a credit-risk related contingency	94,800		94,800
Fair market value of derivative liability with a credit-risk related contingency	1,600		1,600
Hedging collateral deposits	$ 10,728	[1]	$ 10,728	[1]	$ 6,832		$ 1,983	$ 3,441
Cash Flow and Fair Value Commodity Hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Hedge Duration			5 years
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	22,200		22,200
Over the Counter Swaps, No Cost Collars 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		14
Number of counterparties in net gain position | counterparty	12		12
Credit risk exposure per counterparty	$ 7,900		$ 7,900
Maximum credit risk exposure per counterparty	17,000		17,000
Collateral Received by the Company	0		0
Hedging collateral deposits	$ 0		$ 0
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	108,400		108,400
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	17,400		17,400
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	2,160,000		2,160,000
Exchange Traded Futures Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Hedging collateral deposits	$ 10,700		$ 10,700
Foreign Currency Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Notional Amount	$ 86,500		$ 86,500
Credit Risk Related Contingency Feature [Member] | Over the Counter Swaps, No Cost Collars and Foreign Currency Forward Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Number of counterparties with a common credit-risk related contingency | counterparty	11		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.