I think everyone goes through that stage where they are depressed and think they have no one, I definately felt taht way in highschool - especially when all my friends started dating and partying.

I guess all you can do is recognize who you have that could potentially be a close friend and build a relationship with them, and make an effort to meet new people.
Or you could do what I did and bottle everything that bothers you up and judge everyone and become totally indifferent to your state until you realise you want more but have no clue how to interact on a personal level (chose the first one..)

I hope my poor advice giving abilities haven't worsened your situation..

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When armagedon's been locked and loaded, I will come back for you.