It seems everyone wants to argue... Not only is it possible, it is reality.
How's it happen? It works like this:
At 80 mph, the motor runs about 2400 rpm.
At 60, it runs about 1800. There's something called "BSFC" or "Brake Specific Fuel Consumption". It's the precise amount of fuel required to produce 1 horsepower, expressed in gallons power hour, liters per hour, etc. It is the absolute amount of fuel required to produce one horsepower for one hour. I have seen BSFC maps that showed LESS fuel consumption at double the horsepower, by changing rpm and throttle.
And not only have I verified it through actual measurement (miles and gallons burned) repeatedly, so have others who own the same vehicle. But NOT ALL OF THEM HAVE THE SAME EXPERIENCE. Modified CRD's do not. There are many things in this motor that can vary efficiency, and they have to do with accuracy of assembly - including cam timing, and there's at least more than 1 computer program for the same motor for the same year and same vehicle.
It can actually take MORE fuel to produce less horsepower at 1800, if the engine's detuned badly enough, compared to 2400.