Social media video showed people climbing onto the roof of the warehouse, which "seemed like an abandoned storage facility", according to Omo Naija who uploaded the video to Twitter.
Meanwhile in Lagos, Workers began a clean up of the streets of Lagos on Saturday (October 24) after the relaxation of a round-the-clock curfew.
Violence in the sprawling commercial hub of Africa's largest economy, a city of 20 million, escalated after protesters in the Lekki district on Tuesday night were shot by what witnesses said were soldiers, hours after the curfew was announced.
Amnesty International said soldiers and police killed at least 12 protesters on Tuesday in Lekki and Alausa, two Lagos districts.
The army has denied soldiers were at the site of the shooting.