You can't change the depth of your closet, but you can change the height. Typical closets have a shelf above the closet rod. There's usually enough room to extend the closet upward, and add another rod for another level of hanging space. You can choose to split the difference with two equally spaced hanging rods, or make one short and one long for differing aspects of your wardrobe. Pick up a few supplies at your local home supply store, and install another level in your closet in about an hour.
Remove the existing closet rod from the closet.
Unscrew the screws holding the shelf to the support cleats using a drill/driver. If the shelf has no screws, tap the shelf upward with a hammer to remove it.
Drive the tip of a prybar behind the shelf supports. Pry them off and remove them. Pull out any remaining loose nails with diagonal pliers.
Measure the depth of the closet on the left and right. Cut four 3/4-by-3 1/2-inch pieces of pine to the measurements using a miter saw.
Screw one dowel rod holder, centered, to each piece of pine using 3/4-inch screws and the drill/driver.
Run a stud finder along the walls of the closet on the left and right and mark the studs. Measure the height of the closet. Divide it into the desired levels for the rods. Make corresponding marks on the walls on the left and right.
Screw the pieces of pine to the walls on the corresponding marks. Use 3-inch screws that penetrate through the drywall into the studs.
Measure the distance from wall to wall inside the dowel rod holders. Cut one dowel rod at the measurement using the miter saw. The original dowel rod will work for the other level. Install the dowel rods in the new locations.