Fair Value Measurements (Narrative) (Details) (USD $)	12 Months Ended												9 Months Ended	12 Months Ended	9 Months Ended
	Jun. 30, 2012	Sep. 30, 2011	Jun. 30, 2012 Over The Counter Swaps - Oil [Member]	Jun. 30, 2012 Fair Value, Inputs, Level 1 [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 1 [Member]	Jun. 30, 2012 Fair Value, Inputs, Level 1 [Member] NYMEX Futures [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 1 [Member] NYMEX Futures [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 1 [Member] Price Swap [Member]	Jun. 30, 2012 Fair Value, Inputs, Level 2 [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 2 [Member]	Jun. 30, 2012 Fair Value, Inputs, Level 3 [Member]	Sep. 30, 2011 Fair Value, Inputs, Level 3 [Member]	Jun. 30, 2012 Fair Value Inputs Level 2 And Level 3 Assets [Member] Price Swap [Member]	Sep. 30, 2011 Fair Value Inputs Level 2 And Level 3 Assets [Member] Price Swap [Member]	Jun. 30, 2012 Fair Value Inputs Level 2 And Level 3 Liabilities [Member] Price Swap [Member]	Jun. 30, 2012 Maximum [Member]	Jun. 30, 2012 Minimum [Member]	Jun. 30, 2012 Higher [Member]	Jun. 30, 2012 Lower [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Hedging collateral deposits	$ 3,392,000	$ 19,701,000		$ 3,392,000	$ 19,701,000	$ 3,400,000	$ 5,500,000	$ 14,200,000	$ 0	$ 0	$ 0	$ 0
Reduction in fair market value of price swap agreements based on assessment of counterparty credit risk													600,000	2,000,000	100,000
Assumed 12 month basis differential comparison to NYMEX	111.50%
Assumed 12 month minimum basis differential comparison to NYMEX	103.20%
Assumed 12 month maximum basis differential comparison to NYMEX	125.00%
Derivative Basis Differential On NYMEX Sensitivity																		10.00%	10.00%
Fair value of crude oil price swap sensitivity																(21,800,000)	5,400,000
Fair value mesured on recurring basis, net	$ 219,129,000	$ 143,142,000	$ (16,500,000)	$ 148,255,000	$ 73,439,000				$ 87,422,000	$ 75,113,000	$ (16,548,000)	$ (5,410,000)