It's a pretty good nickname, just maybe not that unique, but you can't go wrong with it.It's a dude. Evolved already and is a lv.57 Ninetales now. Okami sounded pretty good but if there's anything else i'll be happy to try it out.
I don't have any good ideas right now, maybe Agni (An hindu deity, god of fire, and ends in NI), or Logi (Norse god of fire, not related in any way but sounds better than Agni IMO). But they don't sound that convinving this time around.