I actually would say it like you, Nye-oh-mee. Not sure why, but it's my first inclination. Maybe both ways are acceptable but Nay-oh-mee is more common?
Hit "post" too soon. I was going to say that my name is Tamara is has been mispronounced my whole life because I use the less popular pronunciation TA-muh-ruh and most people assume tuh-MA-ruh. It hasn't bothered me that much, having to correct people.