Financial Instruments (Narrative) (Details)	12 Months Ended
	Sep. 30, 2020 USD ($) counterparty bbl MMcf	Sep. 30, 2019 USD ($)		Sep. 30, 2018 USD ($)	Sep. 30, 2017 USD ($)
Derivative Instruments, Gain (Loss) [Line Items]
Foreign Currency Forward Contract Hedge Duration	10 years
Pre-tax Net hedging gains (losses) reclassified within twelve months	$ 26,700,000
After tax Net hedging gains (losses) reclassified within twelve months	19,100,000
Fair market value of derivative asset with a credit-risk related contingency	8,600,000
Fair market value of derivative liability with a credit-risk related contingency	44,000,000.0
Hedging collateral deposits	0	$ 6,832,000	[1]	$ 3,441,000	$ 1,741,000
Net Hedging Gains (Losses) in Accumulated Other Comprehensive Income (Loss)	34,800,000
After tax net hedging gains (losses) in accumulated other comprehensive income (Loss)	24,900,000
Derivative Gain or (Loss) Recognized in the Consolidated Statement of Income (Ineffective Portion and Amount Excluded from Effectiveness Testing)		$ 2,100,000
Foreign Currency Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Notional Amount	$ 78,000,000.0
Cash Flow Hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Hedge Duration	5 years
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	17
Number of counterparties in net gain position | counterparty	8
Credit risk exposure per counterparty	$ 1,200,000
Maximum credit risk exposure per counterparty	3,900,000
Collateral Received from Counterparties by the Company	0
Hedging collateral deposits	$ 0
Over the Counter Swaps, No Cost Collars and Foreign Currency Forward Contracts [Member] | Credit Risk Related Contingency Feature [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Number of counterparties with a common credit-risk related contingency | counterparty	15
Cash Flow Hedges [Member] | Natural Gas MMCf [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk cash flow hedge derivatives, natural gas | MMcf	286,700
Cash Flow Hedges [Member] | Crude Oil Bbls [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk cash flow hedge derivative, crude oil | bbl	1,548,000

[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.