The crawl of "The Force Awakens" explicitly mentions that Luke Skywalker is "the last Jedi". Since it was a crawl from an "omiscient, trustworthy observer", we can take that at face value.
That said, Pablo Hidalgo in Rebels Recon explicitly explained that Jedi & Sith are but two of many "Force-based beliefs" in the GFFA. Some of the other Force-based beliefs/religions are even more ancient that Jedi & Sith.
Kanan & Ezra meeting The Bendu, a being which embodied "the third pole" of the Force, plus some mysterious tweets from Freddie Prinze Jr. (the voice actor of Kanan), hinted that the two Force Users might be finding their own, different path: Neither Jedi nor Sith, but somewhere in the middle.
He keeps getting closer to the middle.