Sisters? It’s a fairly accepted word nowadays.

People have used "sistern" for this. The first use I find in Google books is from 1739:

That there were 20 Bretheren and Siſtern on their Bead Roll,

I suspect this plural was invented to serve as a parallel to "brethren"; I did not find it in the dictionaries I checked, and it is a much rarer word than "brethren".

UPDATE: as Unreason points out, I did not find it in dictionaries because it is currently spelled "sistren"; although until its recent revival around 1980, the spelling "sistern" was just as common (these are presumably also pronounced differently). Both forms are derived from the Middle English plural of "sister". Google Ngram:

"Brethren" is an obsolete word. If you are referring to a group of men, just say "brothers". If you are referring to a group of women, say "sisters". There is much debate today whether you should refer to a group of both as "brother and sisters" or whether "brothers" would be understood to include both genders.

The only reason to use "brethren" is if you want to sound old-fashioned. Or, I suppose, if you are writing an historical novel. Some people like to use these obsolete words in a religious context, like referring to God with "thee" and "thou" and talking about members of the church as "the brethren", that somehow these obsolete words are "more spiritual" or something. Personally I don't see the point of this, but that's another subject.

The question seems to be this, the final sentence:

Is there some word which would refer to a closely knitted female group?

Both sistren and sisteren sound uncomfortably similar to cistern. That connotes images of standing water and wooden barrels with iron clasps. Even if correct, it makes me cringe. Despite seeming gender-specific, both brethren AND brothers is preferable to an archaic word that sounds like "cistern"!

Returning to the religious theme, there is a word that refers to a closely-knit female group: sisterhood. That is American usage for a synagogue women's group, e.g. Hadassah Sisterhood. I've seen similar usage by Christian religious communities, Mennonite, I think.

Not to subtract from what others have said, but to add to it by providing more historical citations in context, here is what the OED has to say about sistren and sistern. For some reason, these were uncommonly difficult to search for. All are taken from entries that have not been updated since the OED2.

On sistren

The first form, sistren, can be found in the citations for brother n., dean n.¹, sect n.¹, and sister n. Here’s the one from brother n. sense 3a:

• c1449    R. Pecock Repressor (1860) 63    Thi Cristen britheren and sistren.

And here from sense 9b of dean n.¹:

• 1389    in T. Smith & L. T. Smith Eng. Gilds (1870) 46    On Dene, for to warnyn alle þ^e gild breþren and sistren.

Here from sect n.¹ sense 1b:

• 1393    Langland Piers Plowman C. xvii. 293    Þoȝ men soȝt al sectes [v.r. þe sektis] of sistren & of breþeren.

Finally and most profitably from sister, n., sense 1b, which is given as:

• 1. b. In older forms of the plural.

  In Old English the plural had either the same forms as the singular, or appears as sweostra, -tru, etc. These subsequently assumed the pl. -n of weak nouns, and gave the common Middle English forms sustren, sostren, sistren, etc. (cf. brethren (see brother n.)). In general literary use these were finally discarded about 1550 in favour of the pl. in -s, which is found as early as c1200.

And under which appear these relevant citations, all from the β citations of this sense. I also provide older citations with alternate forms to show the (somewhat free) variation seen over time.

• c950    Lindisf. Gosp. Mark vi. 3    Ahne suoestro [c1000 swustra, c1160 swustre] his her mið usic sint?
• c1100    Anglo-Saxon Chron. (MS. D) ann. 1067,    Mid his modor & his twam sweostran.
• [c1160    Hatton Gosp. Mark iii. 35    Se is min moder & min broðer & mine swustren.]
• c1290    S. Eng. Leg. I. 435    Þat þou sum-ȝware þine sostrene do in-to ane nonnerie.
• 1297    R. Gloucester’s Chron. (Rolls) 7560    His moder & is sostren tuo mid him sone he nom.
• c1507    in T. Stapleton Plumpton Corr. (1839) 202,    I recommend me to you,‥and to all my brethren and sistren.
• 1532 (1385)    Usk’s Test. Loue in Wks. G. Chaucer III. f. cccl^v,    As susterne in vnite they accorden.
• 1553    T. Wilson Arte of Rhetorique 30 b,    You have other parentes, other brethren, sisterne, and nephewes.
• 1580    in J. Raine Wills & Inventories N. Counties Eng. (1835) I. 432,    I will that all the goodes be devyded equallye amongeste my Brethren and systeringe childringe.
• 1859    J. R. Bartlett Dict. Americanisms (ed. 2),    Sistern, for sisters. A vulgar pronunciation sometimes heard from uneducated preachers at the West.

Notice how in the final citation, from American linguist John Russell Bartlett (1808–1886), that sistern is by then considered vulgar and uneducated.

The form occurs again in this citation from sense 3a:

• 1482    in Eng. Hist. Rev. XXV. 122    Y^e kepar of oure y^e sistrenes librarie.

Then several times again in citations from sense 3b, the second being the one mentioned by Barrie:

• c1449    R. Pecock Repressor (1860) 63    Therbi [thou] enhauncidist thi silf aboue thi Cristen britheren and sistren.
• 1533    T. More Apol. iv, in Wks. 849/2    Now was this word taken vp, & walked about abrode among the brethren & sistern.
• a1849    H. Coleridge Ess. & Marginalia (1851) I. 375    We united brethren and sisteren of the three kingdoms.
• 1861    N. A. Woods Tour Prince of Wales in Canada 261    The cortège had to be eked out with the Temperance Brethren and Sistren.

Citation

Here is the proper citation, since I have quoted so much from the entry:

sister, n.

Second edition, 1989; online version December 2011. http://www.oed.com/view/Entry/180434; accessed 04 February 2012. Earlier version first published in New English Dictionary, 1911.

On sisterns & cisterns

The second form, sistern, I have already given as occurring under sister n. It also occurs in the first citation for child, n. sense 2b, where it appears under the spelling sisterne, with a final e:

• 1382    Bible (Wycliffite, E.V.) Gen. xxxvii. 30    Ruben turned aȝen to the sisterne, fonde not the child [i.e. Joseph æt. 17].

Note that our modern word cistern was during Middle English sometimes spelled systerne or sisterne. Here are two citation for such, from cistern, n.:

• 1382    Bible (Wycliffite, E.V.) Gen. xxxvii. 22    Throw ȝe him into the olde sisterne, that is in wildernes.
• 1481–90    Howard Househ. Bks. (1841) 353    Paied to a carpenter for mendynge of a systern iij.d.

It is also found in citations for winch, n.¹:

• c1440    Pallad. on Husb. i. 426    In stede of welle or wenche [orig. fons‥aut puteus] haue a sisterne.
• c1440    Pallad. on Husb. iii. 894    The water cleer Of cisterne or of wynche.

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Summary

So the word has not been used for quite sometime. The only publicly visible scheduled update is under sister, and refers to that word’s use in the gay community; the update was entered in 1997.

However, the question on What is the female equivalent of brethren? from Oxford Dictionaries’ online site suggests that though having long ago fallen into disuse, that it has been recently revived:

Sistren, on the other hand, had fallen completely out of use by the middle of the 16^th century. It has recently been revived, typically by feminist writers, with the new meaning ‘fellow women’ (e.g. Lead singer Beth starts out most shows with several shout-outs to her sistren). This use is not yet well established in standard English.

I suggest that were one so inclined to do so, that one could best help re-establish the word in standard English in the easiest way possible: simply by using it.

Brethren, nowadays means any group, whether all men or both men and women, who, together are fellow members of an organization or entity. A group of all women would more appropriately be called sisters.

Sorority is the word you're looking for.

I have both Collins and Longman dictionaries, and both explain that in British English, the word brethren could include male and female sex in its meaning in a sentence, but there is also the word sistren which could be used in situations about a group with women only.

You can use kith by itself or “kith and kin”.