The reason for this observation is that the shed is not made of iron or steel.
The special magnetic property of iron is called ferromagnetism. As a result of this special magnetic property, iron can be attracted easily by a magnet. Steel is made from iron so it is also highly magnetic.
In the question, a magnet placed against the wall of a metal shed falls to the ground, where it attracts a nail. The reason for this is that the shed is not made of iron or steel.
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