I sometimes feel like shooting myself in the head?

Whenever I get happy, it doesn't last long, and I become sad again. I realize that whilst some things are going my way, most aren't. I just feel like finishing everything; maybe I'll wake up and the sad happenings were all dreams. But, I cannot do it as I always, unlike most people, think about the consequences; death or humiliation. What if I don't die and every finds out how I feel? What if it was a pointless waste of life?