The question is in the title:
Is there a (extended) metric on the extended reals which yields regular and infinite limits?
but in particular I want know the explicit construction of said metric.
Of course, by "yields regular and infinite limits" I mean: Let $\overline{\mathbb{R}} = \mathbb{R} \cup \{\pm \infty\}$. The (extended) metric on $\overline{\mathbb{R}}$ is so that: Given a sequence $a : \mathbb{N} \to \overline{\mathbb{R}}$ , with only real numbers in its image, we have: $$\lim a = a_\infty \in \mathbb{R}\Leftrightarrow \forall \epsilon > 0 : \exists N\in \mathbb{N} : \forall n \in \mathbb{N}, n\geq N : |a_\infty - a_n| < \epsilon$$ $$\lim a = \infty \Leftrightarrow \forall c > 0 : \exists N \in \mathbb{N} : \forall n \in \mathbb{N}, n\geq N : a_n > c$$ $$\lim a = -\infty \Leftrightarrow \forall c > 0 : \exists N \in \mathbb{N} : \forall n \in \mathbb{N}, n\geq N : a_n < c$$
Here $\lim a$ refers to he limit in the aforementioned metric space.
This is hinted here, but I still do not know how to find the metric in question.