Sure, they give money to Mary Landrieu. And in presidential races, if they throw some to the Democrat, it's because they're hedging their bets.
Let's look at the various charts, from Open Secrets:
https://www.opensecrets.org/industries/indus.php?ind=E01
And in case you didn't notice, the Obama administration just won a rare victory for its EPA rules with the Supreme Court:
A key part of the Obama administration's green policies received surprisingly strong Supreme Court support on Tuesday over efforts to curb air pollution.
A 6-2 majority of justices issued a decision upholding federal agency rules to control coal-fired power plant emissions from 28 states.
It was a rare environmental victory in a conservative majority court that has in recent years generally sided against the federal government's nationwide clean air policies.
...
The case was an important test of federal regulatory power, and the rules issued two years ago by the Environmental Protection Agency were challenged by a coalition of 15 states, as well as several energy companies and labor unions.
Leaders in some mostly conservative states say lost jobs and higher energy costs are at stake from what they see as arbitrary and ambiguously enforced regulations.
But the administration and its environmental allies counter Americans' health should come first, and that as many as 45,000 deaths could be prevented each year if the Cross-State Pollution Rule would be allowed to take effect.
http://www.cnn.com/2014/04/29/us/supreme-court-epa/