Fair Value Measurements (Narrative) (Details) (USD $)	12 Months Ended										6 Months Ended			6 Months Ended	12 Months Ended
	Mar. 31, 2012	Sep. 30, 2011	Mar. 31, 2012 Fair Value, Inputs, Level 1 [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 1 [Member]	Mar. 31, 2012 Fair Value, Inputs, Level 1 [Member] NYMEX Futures [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 1 [Member] NYMEX Futures [Member]	Mar. 31, 2012 Fair Value, Inputs, Level 1 [Member] Price Swap [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 1 [Member] Price Swap [Member]	Mar. 31, 2012 Fair Value, Inputs, Level 2 [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 2 [Member]	Mar. 31, 2012 Fair Value, Inputs, Level 2 [Member] Price Swap [Member]	Mar. 31, 2012 Fair Value, Inputs, Level 3 [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 3 [Member]	Mar. 31, 2012 Fair Value Inputs Level 2 And Level 3 [Member] Price Swap [Member]	Sep. 30, 2011 Fair Value Inputs Level 2 And Level 3 [Member] Price Swap [Member]	Mar. 31, 2012 Maximum [Member]	Mar. 31, 2012 Minimum [Member]	Mar. 31, 2012 Higher [Member]	Mar. 31, 2012 Lower [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Hedging collateral deposits	$ 18,872,000	$ 19,701,000	$ 18,872,000	$ 19,701,000	$ 10,100,000	$ 5,500,000	$ 8,800,000	$ 14,200,000	$ 0	$ 0		$ 0	$ 0
Reduction in fair market value of price swap agreements based on assessment of counterparty credit risk											900,000			100,000	2,000,000
Assumed 12 month basis differential comparison to NYMEX	110.30%
Assumed 12 month minimum basis differential comparison to NYMEX	104.50%
Assumed 12 month maximum basis differential comparison to NYMEX	125.00%
Derivative Basis Differential On NYMEX Sensitivity																		0.01	0.01
Fair value of crude oil price swap liability sensitivity																$ 25,800,000	$ 25,600,000