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heat oven to 350°F. place sheets of foil on countertop for cooling cookies.
combine shortening, granulated sugar, brown sugar, all-purpose flour, whole wheat flour, eggs, milk, baking soda, vanilla and salt in large bowl. beat at low speed with electric mixer until well blended. stir in oats, chocolate chips and pecans. drop by heaping tablespoonfuls 3 inches apart onto ungreased baking sheet.
bake for 13 to 15 minutes or until golden brown. do not overbake. cool 2 minutes on baking sheet. remove cookies to foil to cool completely.