Depending on the strength of the nail gun and the length and size of the nails used, and how accurate he was at hitting a major artery or a vital organ the very first time, I can see where it might take several shots with a nail gun in order to off ones self. He might have very well wounded himself several times, especially if he tried to hit his heart, very painfully but not lethally, not enough to incapacitate himself depending on his tolerance to pain and his commitment to finishing the job, after the first six or so shots.
Seems a handgun would be so much quicker and easier. Different strokes...