I thought the new Apple font was called San Francisco, but I cannot find it in the font list of the Keynote.app for my Mac. Is it called another way or it is not available for Keynote?
I am currently using OS X El Capitan.
They are System fonts & not available (or indeed licensed) for documents that you make or App use in general.
As mentioned in comments, even the developer version of the fonts is only licensed for interface mockups & no other purpose.
The previous system font, Helvetica Neue, on the other hand, was released as both a System & User font.
There are various opinions online about how to make the San Fransisco fonts available to the user, but seem to depend on unpacking the individual ttfs, changing the 'system font' attribute, then repacking them again - something I'll leave to someone else, regardless of the licensing or legal position of doing that.