This is tough 
Ultimately, I think simple [name_f]Nell[/name_f] is my favourite – warm, friendly, and gentle, but with a bit of sass, spirit, and strength too. I like the concise and versatile feel it has too.
Over all, I’d rate them from fave-to-least:
[name_f]Nell[/name_f]
[name_f]Penelope[/name_f]
[name_f]Eleanor[/name_f]
[name_f]Helena[/name_f]
[name_f]Helen[/name_f]
But I don’t dislike any of them 
[name_m]Other[/name_m] nicknames I’d ponder:
[name_f]Eleanor[/name_f] → [name_f]Noor[/name_f], [name_f]Leni[/name_f]
[name_f]Helen[/name_f] → [name_f]Hennie[/name_f], [name_f]Leni[/name_f]
[name_f]Helena[/name_f] → [name_f]Hennie[/name_f], [name_f]Leni[/name_f], [name_f]Lainey[/name_f] (pn dependant)
[name_f]Penelope[/name_f] → [name_m]Penn[/name_m], [name_m]Poe[/name_m], [name_f]Lolo[/name_f], [name_f]Pepper[/name_f]