A careful perusal of Nietzsche's writings on women reveals him to believe that women were fixated psychologically at the level of morality. It would appear that women, for Nietzsche, were (as Freud later articulated in these precise terms) limited by their overly severe Oedipus complexes. *
Nineteenth Century women were obsessed with morality as they had to be very much sexually repressed. Morality was a means to maintain sexual repression -- which was felt to be necessary by the whole society of that time. It was either that, or indulge themselves sexually. But there was no "pill" at the time, and other forms of contraception were relatively dodgy, so repression worked the best -- in the language of today's right wingers: "abstinence". All of this fundamental historical cause and effect is easily overlooked, when one reads philosophers with a metaphysical desire in mind: that is, the desire to understand others' "inner natures", and understand them as if they were eternal. But if 19th Century women were in such bad shape, 19th Century feminists could logically be in not much better shape. The sense that women, per se, were concerned with morality per se, was logical and inevitable. No doubt many of the feminists of the day were not so much better -- and we still have the legacy of some of 19th Century feminism with us today, that suggests that women have moral superiority over males, per se, through being less in touch with their sexual and aggressive instincts. Yet not all feminism is like that.
Women of the nineteenth century were struck into rigidity by their superegos -- but so stuck in a limited psychological position that they couldn't think straight: they could not let their minds go freewheeling for one minute without risking undoing all the hard work of repression. Thus, an intellectual woman was considered to be a rare oddity, during those times.
Today we know that the mind that is the most flexible is also the most productive. Nietzsche's inner knowledge -- (I call it "shamanic knowledge") -- had already taught him that one must descend into the very fundamental parts of Being; into the "lizard brain" part of human mentality, if one is to understand human society properly. But "women" -- by this we are to understand, as I have argued, 19th Century women -- couldn't do this, or were conditioned not to. The mentality that kept them functioning at a more superficial level of consciousness was the paleomammalian brain system, into which they became locked. This system is identifiable with "the body", with "emotions" and with romance (or rather, what MacLean in "Contrasting Functions of Limbic and Neocortical Systems of the Brain and Their Relevance to Psychophysiological Aspects of Medicine," 1958, refers to in terms like "reproductive preliminaries".)
This is why women seemed, from a 19th Century point of view, to be limited to a certain level of consciousness by their "natures" -- by which, as I have argued, we are to understand the nature of their sexuality as limited and restricted by the limits of 19th Century technology.
As such, they could not sink more deeply, nor rise more highly, into other levels of consciousness -- those that could give a sense of being disembodied for a while (either in the realm of intellect, or in the realm of visceral, creative consciousness. This is why Nietzsche thought "women" were not deep. In effect, their energetic need to act against their own sexual drives prevented them from being highly creative, or perhaps, in many instances, from being highly intellectual.
Today, women are free to create, and free to think, barring the agendas of some very powerful, Christian fundamentalists who now propose legislation that would make women once again hard to bear.