Nietzsche couldn't get out of the realm of Christianity. By saying Gott ist tot, Ubermensch, Eternal recurence, he mad another theology similar to Christianity. According to his theology, God is dead but since he is almighty, he resurrected himself. If he were an atheist, he definetely ought to have said that God doesn't exist.By saying Ubermensch or Super-man, he created another man who try to overcome any situation he faces, he had known that the ultimate form of Super-man was God. If he were an atheist, he just should have said that men only exist.By saying eternal recurrence, he tried to understand the notion of eternal life. For Nietzsche, eternal life was just an unbearable thing. He went too far to say there would be an eternal reccurence, which is just the expression that is more nihilistic than eternal life. Even if we have aims, eternal life was too long to pursue our objectives. God exists, God, eternal life are all an ultimate forms of nihilism, and he tried to get over those nihilism by advocating those three new theologies.