All pennies 1999-2006 with a "P" mark are magnetic. They are made with steel plated and plated with copper.
It there is
no mint mark, they are usually non-magnetic (zinc plated with copper). The notable exception is a very small run of 2006 pennies with
no mint marks and they were made with steel with copper plate.
Normally, pennies with the "
RCM" mint mark are magentic. Exceptions are some 2006RCM and an extremely small quantity of 2007
RCM pennies
As you can see, 2006 pennies break all the rules.