An Interjection is a word class‏‎ which generally has no grammatical connection with the rest of the utterances around it and is used to express emotion on the part of the speaker. When written, they often have an exclamation mark to close them.

The following are considered as interjections:
Pauses

er…
um…
uh…

Exclamations

Wow!
Yeah!
D’oh!…