It seems like when installing Nix, it needs to create a 'nix' directory in your root directory. While I haven’t tried installing Nix yet myself, I’m guessing this probably won’t work on OS X v10.11 El Capitan due to System Integrity Protection¹. You’ll have to temporarily turn it off² first before attempting to install Nix (and then optionally turn it back on after).
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¹ — https://derflounder.wordpress.com/2015/10/01/system-integrit...