After seeing this with half the audience groaning I was going to write a review, but after reading the Slant Magazine review (linked under critic reviews on IMDB's main "Nancy" page, I recommend reading that review which nails all the conceits and tropes in this film.
Ohe of the other user reviews here said they were impressed the film did not use the usual Hollywood tricks. This baffles me since the entire mode of the film is to march out every possible US film school trick.
In fact the film makers ARE Nancy right down to her final decision to simply walk out with no resolution.