I believe something like this will do it.
select r_num, the_date, to_char(dates.the_date,'DY') DAY
from (select rownum r_num, the_date
from (select the_date from my_table
where to_char(dates.the_date,'DY') IN
('MON','TUE','WED','THU','FRI')
order by the_date)
union
select null r_num, the_date from my_table
where to_char(dates.the_date,'DY') IN ('SAT','SUN'))
order by the_date;


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