Amount of unrealized gain(loss) arising from the change in fair value of price risk derivatives designated as cash flow hedging instruments recorded in accumulated other comprehensive income in period, after taxes, to the extent that the cash flow hedge is determined to be effective. This number is less than the stated amount due to rounding.

Name:	nfg_AfterTaxNetHedgingGainsInAccumulatedOtherComprehensiveIncomeLoss
Namespace Prefix:	nfg
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The estimated net amount of existing gains (losses) on cash flow hedges at the reporting date expected to be reclassified to earnings after 12 months.

+ Details

Name:	nfg_CashFlowHedgeGainLossToBeReclassifiedAfterTwelveMonths
Namespace Prefix:	nfg
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The estimated net amount of existing gains (loss) on cash flow hedges after tax at the reporting date expected to be reclassified to earnings after 12 months.

+ Details

Name:	nfg_CashFlowHedgeGainLossToBeReclassifiedAfterTwelveMonthsAfterTax
Namespace Prefix:	nfg
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The estimated net amount of existing gains (loss) on cash flow hedges after tax at the reporting date expected to be reclassified to earnings within the next 12 months.

+ Details

Name:	nfg_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonthsAfterTax
Namespace Prefix:	nfg
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The credit risk exposure per counterparty.

+ Details

Name:	nfg_CreditRiskExposurePerCounterparty
Namespace Prefix:	nfg
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

The duration of the Company's hedges.

+ Details

Name:	nfg_DerivativeInstrumentsHedgingDuration
Namespace Prefix:	nfg
Data Type:	xbrli:positiveIntegerItemType
Balance Type:	na
Period Type:	duration

- Definition

Maximum Credit Risk Exposure Per Counterparty.

+ Details

Name:	nfg_MaximumCreditRiskExposurePerCounterparty
Namespace Prefix:	nfg
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

The number of counterparties in a net gain position.

+ Details

Name:	nfg_NumberOfCounterpartiesInNetGainPosition
Namespace Prefix:	nfg
Data Type:	xbrli:positiveIntegerItemType
Balance Type:	na
Period Type:	duration

- Definition

The number of counterparties in a net loss position.

+ Details

Name:	nfg_NumberOfCounterpartiesInNetLossPosition
Namespace Prefix:	nfg
Data Type:	xbrli:positiveIntegerItemType
Balance Type:	na
Period Type:	duration

- Definition

The number of counterparties in which the company holds over-the-counter swap positions.

+ Details

Name:	nfg_NumberOfCounterpartiesInWhichCompanyHoldsOverCounterSwapPositions
Namespace Prefix:	nfg
Data Type:	xbrli:positiveIntegerItemType
Balance Type:	na
Period Type:	duration

- Definition

The number of counterparties with a common credit-risk related contingency.

+ Details

Name:	nfg_NumberOfCounterpartiesWithCommonCreditRiskRelatedContingency
Namespace Prefix:	nfg
Data Type:	xbrli:positiveIntegerItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents the portion of the balance sheet assertion valued at fair value by the entity whether such amount is presented as a separate caption or as a parenthetical disclosure. Additionally, this element may be used in connection with the fair value disclosures required in the footnote disclosures to the financial statements. The element may be used in both the balance sheet and disclosure in the same submission. This item represents Available-for-sale Securities which consist of all investments in certain debt and equity securities neither classified as trading or held-to-maturity securities. A debt security represents a creditor relationship with an enterprise. Debt securities include, among other items, US Treasury securities, US government securities, municipal securities, corporate bonds, convertible debt, commercial paper, and all securitized debt instruments. An equity security represents an ownership interest in an enterprise or the right to acquire or dispose of an ownership interest in an enterprise at fixed or determinable prices. Equity securities include, among other things, common stock, certain preferred stock, warrant rights, call options, and put options, but do not include convertible debt. An entity may opt to provide the reader with additional narrative text to better understand the nature of investments in debt and equity securities which are categorized as Available-for-sale.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 115
-Paragraph 12
-Subparagraph b

+ Details

Name:	us-gaap_AvailableForSaleSecuritiesFairValueDisclosure
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

This item represents the gross unrealized gains for securities which are categorized neither as held-to-maturity nor trading securities. Such gross unrealized gains are the excess of the fair value of the Available-for-sale Securities over their carrying value as of the reporting date. Such gross unrealized gains are included in other comprehensive income in the statement of shareholders' equity, unless the Available-for-sale Security is designated as a hedge. All or a portion of the unrealized holding gain of an available-for-sale security that is designated as being hedged in a fair value hedge shall be recognized in earnings during the period of the hedge.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 22

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 115
-Paragraph 13, 19

+ Details

Name:	us-gaap_AvailableForSaleSecuritiesGrossUnrealizedGains
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The estimated net amount of existing gains (losses) on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
-Subparagraph b(2)

+ Details

Name:	us-gaap_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Carrying amount as of the balance sheet date of amounts which could be received based on the terms of the insurance contract upon surrendering life policies owned by the entity.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Section 02
-Paragraph 17
-Article 5

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name FASB Technical Bulletin (FTB)
-Number 85-4
-Paragraph 2

+ Details

Name:	us-gaap_CashSurrenderValueOfLifeInsurance
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Fair value as of the balance sheet date of all credit risk derivative assets designated as fair value hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 17

+ Details

Name:	us-gaap_CreditRiskDerivativeAssetsAtFairValue
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Fair value as of the balance sheet date of all credit risk derivative liabilities designated as fair value hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 17

+ Details

Name:	us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name FASB Staff Position (FSP)
-Number FIN39-1
-Paragraph 10A, 10B

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 4, 17

+ Details

Name:	us-gaap_DerivativeLiabilities
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

The amount of cash or securities placed with a broker or counterparty as security for a trading or derivatives securities position which was partially obtained with funds provided by the broker dealer.

+ Details

Name:	us-gaap_MarginDepositAssets
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Aggregate notional amount of price risk derivatives designated as a cash flow hedge with notional amounts expressed in nonmonetary units. For example the number of barrels specified in a fuel oil forward purchase contract.

+ Details

Name:	us-gaap_NonmonetaryNotionalAmountOfPriceRiskCashFlowHedgeDerivatives
Namespace Prefix:	us-gaap
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

- Definition

Aggregate notional amount of price risk derivatives designated as a fair value hedge with notional amounts expressed in nonmonetary units. For example the number of barrels specified in a fuel oil forward purchase contract.

+ Details

Name:	us-gaap_NonmonetaryNotionalAmountOfPriceRiskFairValueHedgeDerivatives
Namespace Prefix:	us-gaap
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

- Definition

Amount of unrealized gain (loss) arising from the change in fair value of price risk derivatives designated as cash flow hedging instruments recorded in accumulated other comprehensive income in the period, before taxes, to the extent that the cash flow hedge is determined to be effective.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 30, 46

+ Details

Name:	us-gaap_UnrealizedGainLossOnPriceRiskCashFlowDerivativesBeforeTax
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

Financial Instruments (Narrative) (Details) (USD $)	9 Months Ended		9 Months Ended																	9 Months Ended					9 Months Ended	12 Months Ended	9 Months Ended
Financial Instruments (Narrative) (Details) (USD $)	Jun. 30, 2011 years	Sep. 30, 2010	Jun. 30, 2011 Over-The-Counter Swap Position [Member]	Jun. 30, 2011 Over-The-Counter Swap Position [Member] Credit Risk Related Contingency Feature [Member]	Jun. 30, 2011 Exchange-Traded Futures Contracts [Member]	Sep. 30, 2010 Exchange-Traded Futures Contracts [Member]	Jun. 30, 2011 Exchange-Traded Futures Contracts [Member] Hedging Collateral Deposits [Member]	Jun. 30, 2011 Over-The-Counter Crude Oil Swap Agreements [Member]	Sep. 30, 2010 Over-The-Counter Crude Oil Swap Agreements [Member]	Jun. 30, 2011 Hedging Collateral Deposits [Member]	Jun. 30, 2011 Energy Marketing [Member] Fair Value Hedges Bcf [Member]	Jun. 30, 2011 Fixed Price Sales Commitments Bcf [Member]	Jun. 30, 2011 Exploration And Production [Member] Natural Gas Bcf [Member] Cash Flow Hedges Short Position [Member]	Jun. 30, 2011 Pipeline And Storage [Member] Natural Gas Bcf [Member] Cash Flow Hedges Short Position [Member]	Jun. 30, 2011 Energy Marketing [Member] Natural Gas Bcf [Member]	Jun. 30, 2011 Energy Marketing [Member] Natural Gas Bcf [Member] Cash Flow Hedges Short Position [Member]	Jun. 30, 2011 Energy Marketing [Member] Natural Gas Bcf [Member] Cash Flow Hedges Long Position [Member]	Jun. 30, 2011 Energy Marketing [Member] Storage Hedges Bcf [Member] Fair Value Hedges Short Position [Member]	Jun. 30, 2011 Exploration And Production [Member] Crude Oil Bbls [Member] Cash Flow Hedges Short Position [Member]	Jun. 30, 2010 Available-For-Sale Securities [Member] Equity Mutual Fund [Member]	Jun. 30, 2011 Available-For-Sale Securities [Member] Insurance Company Stock [Member]	Sep. 30, 2010 Available-For-Sale Securities [Member] Insurance Company Stock [Member]	Jun. 30, 2011 Equity Mutual Fund [Member]	Sep. 30, 2010 Equity Mutual Fund [Member]	Jun. 30, 2011 Insurance Company Stock [Member]	Sep. 30, 2010 Insurance Company Stock [Member]	Jun. 30, 2011 Exploration And Production [Member]	Jun. 30, 2011 Energy Marketing [Member]	Jun. 30, 2011 Pipeline And Storage [Member]	Jun. 30, 2011 Fair Value Hedges Liability Position [Member]
Cash surrender value of life insurance	$ 54,900,000	$ 55,400,000
Fair value																					7,000,000	5,000,000	22,000,000	17,300,000
Gross unrealized gain																				1,500,000					4,600,000	2,600,000
Derivative instruments hedging duration in years	3
Nonmonetary notional amount of price risk cash flow hedge derivatives													73.7	1.5	6.6		1.3		3,165,000
Net hedging gains in accumulated other comprehensive income (loss)																											100,000	700,000	100,000
After tax net hedging gains in accumulated other comprehensive income (loss)																											100,000	500,000
Pre-tax Net hedging gains reclassified within twelve months																											3,200,000
After tax Net hedging gains reclassified within twelve months																											1,800,000
Pre-tax Net hedging gains reclassified after twelve months																											3,100,000
After tax Net hedging gains reclassified after twelve months																											1,700,000
Number of counterparties in which the company holds over-the-counter swap positions			11
Number of counterparties in net gain position			9
Number of counterparties in net loss position			2
Number of counterparties with a common credit-risk related contingency				8
Credit risk exposure per counterparty			4,700,000
Maximum credit risk exposure per counterparty			8,000,000
Fair market value of derivative asset with a credit-risk related contingency	24,600,000
Fair market value of derivative liability with a credit-risk related contingency	41,600,000
Hedging collateral deposits																														40,300,000
Margin Deposit Assets	$ 37,984,000	$ 11,134,000			$ 5,600,000	$ 10,100,000	$ 5,600,000	$ 32,400,000	$ 1,000,000	$ 32,400,000
Nonmonetary notional amount of price risk fair value hedge derivatives											10.5	7.4				5.3		3.1