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Skjellerup's record came in the senior men's 500m, when he whizzed around the short track in 44.044sec.
He was a fraction ahead of close rival Mark Jackson (44.259sec), with Bradley Tuhi (Canterbury) 6sec further back.
Skjellerup's victories in the 1000m and 1500m were equally tight.
He posted 1min 40.924sec for the 1000m, with Jackson second in 1min 41.091 sec, and 2min 42.638sec for the 1500m, with Jackson second in 2min 42.792sec.
But Skjellerup, who is based in Canada and was competing in New Zealand for the first time in four years, could not sweep the competition.
Jackson won the longest race, the 3000m, with a time of 5min 26.896sec, nearly 12sec clear of Skjellerup.
That would have been some consolation for Jackson, who missed out to Skjellerup for a place at the Vancouver Olympics in February.