Cream the sugars with the shortening. Add eggs, vanilla, and beat well. Sift together flour, soda, and salt and add to creamed mixture. Mix well. Stir in oats and pecans. Shape into long rolls, wrap with wax paper. Chill. Slice 1/4" thick. Bake on greased cookie sheet at 325 degrees for 12 minutes. Airbake sheets will take longer.