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is it all mixed up in a giant vat a the refineries?
Both crude oil and refined products are almost perfectly fungible, the only way to drive on something from a known source is to switch to a bio fuel (ethanol or bio diesel) and source from a supplier whose agricultural policies meet your approval. If anything, that actually reduces the sum of human happiness even more than funding the real Islamic State does, but it's your call.
If you want to punish the house of Saud (and every right thinking person should), your only other practical option as a consumer is just to consume less energy.
Is is possible to buy petrol made from oil that hasn't been come from Saudi Arabia?
Do any petrol station groups Esso, Texaco, Murco etc only use oil from certain countries?
Or is it all mixed up in a giant vat a the refineries?