Financial Instruments (Narrative) (Details)	3 Months Ended
	Dec. 31, 2022 USD ($) counterparty MMcf		Sep. 30, 2022 USD ($)		Jun. 30, 2022 USD ($)	Dec. 31, 2021 USD ($)	Sep. 30, 2021 USD ($)
Derivative Instruments, Gain (Loss) [Line Items]
Foreign Currency Forward Contract Hedge Duration	8 years
Net hedging gains (losses) in accumulated other comprehensive loss	$ (327,800,000)
After tax net hedging gains (losses) in accumulated other comprehensive loss	(240,200,000)
Pre-Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months	(180,600,000)
After Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months	(132,400,000)
Fair market value of derivative liability with a credit-risk related contingency	224,900,000
Hedging Collateral Deposits	1,600,000	[1]	$ 91,670,000	[1]		$ 0	$ 88,610,000
California Asset Sale [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Maximum Annual Contingent Payments					$ 10,000,000
Amount of Each Incremental Contingent Payment					1,000,000
Incremental Dollar Per Barrel That ICE Brent Average Exceeds Price					1
California Asset Sale [Member] | Present Value of Contingent Consideration [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Value of Contingent Consideration from Asset Sale	8,400,000		$ 8,200,000		12,600,000
California Asset Sale [Member] | Mark to Market of Contingent Consideration [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Mark-to-Market Adjustment for Contingent Consideration	$ 200,000
California Asset Sale [Member] | Minimum [Member]
Derivative Instruments, Gain (Loss) [Line Items]
ICE Brent Average per Barrel					95
California Asset Sale [Member] | Maximum [Member]
Derivative Instruments, Gain (Loss) [Line Items]
ICE Brent Average per Barrel					$ 105
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	15
Number of counterparties in net gain position | counterparty	1
Credit risk exposure per counterparty	$ 3,800,000
Collateral Received by the Company	0
Hedging Collateral Deposits	$ 1,600,000
Natural Gas MMCf [Member] | Cash Flow Hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Nonmonetary notional amount of price risk cash flow hedge derivatives, natural gas | MMcf	389,000.0
Foreign Currency Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Notional Amount	$ 54,700,000
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	13

[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.