Photos: The CMT Music Awards 2012
Ashley Monroe, Angaleena Presley and Miranda Lambert of the Pistol Annies perform onstage at the 2012 CMT Music awards at the Bridgestone Arena on June 6, 2012 in Nashville, Tennessee.

Despite first show jitters, the Pistol Annies didn't let their nerves get the best of them in New York on Thursday night. Their 75-minute Terminal 5 set included many of the tracks off the country trio's debut release "Hell On Heels" as well as impressive cover songs by Loretta Lynn, Elvis Presley, Aretha Franklin and even Bob Marley.

Infusing old-school country alongside more bluesy, rockabilly numbers, the trio was like a modern-day version of the '80s supergroup the Highwaymen. Pistol Annies is made up of Miranda Lambert, Ashley Monroe, and Angaleena Presley, and all three combine sass, wit and talent for a stand-out show. At one point, Lambert even called out security at the venue after no one responded to a girl fainting near the stage: "Does anybody that work here actually work?"

Clearly women you don't mess with, Pistol Annies got their point across numerous times throughout their performance. The group kicked off their set with the twangy "Bad Example." Dressed in black from head to toe complete with Mary Janes or black cowboy boots, they exuded confidence in their New York debut.

Pistol Annies' set alternated dramatically from fast, high-energy tracks such as a rollicking Elvis Presley cover of "Hard Headed Woman" to a country-blues rendition of Aretha Franklin's "Chain of Fools," but it was their own music that got the most screams.

The pedal steel-heavy "Boys From the South" saw Lambert on lead vocals while Monroe and Presley held back and swayed along as if they were a doo-wop group from the '50s. Mid-set, the women ditched their band and sat center stage on three stools, bringing a proper songwriters in the round session to the venue. Each singer briefly told the tale behind the hit song she wrote before singing and strumming along on guitar.

"We all started out writing songs and somehow we're lucky to be here tonight," Presley said before Lambert jumped in.

"By the way, we wrote everything on our record ourselves," she asserted.

Monroe began the songwriters circle with her first No. 1 hit, "The Truth," a song she wrote for Jason Aldean. Meanwhile, her bandmates showed their support.

"Well, Hell's bells, if that wasn't amazing," Presley said. "We really do love each other that much!"

Sharing drinks onstage, constantly complimenting each other and sharing hugs, it's easy to see the Pistol Annies are real friends on and off the stage.

"As you can see, we're in slumber party mode all the time," Lambert said before she segued into her chart-topping hit "White Liar."

Next, Presley performed Lambert's current single, "Fastest Girl In Town."

"This is a song I wrote with my very best friend and I hope that it will be my very first No. 1," Presley said.

Sharing their excitement to be playing the Grand Ole Opry later this month, Pistol Annies performed the track they'll sing on that very stage. With their cover of Loretta Lynn's "You Ain't Woman Enough (To Take My Man)," the Coal Miner's Daughter would be proud. And if the crowd's reception last night is any indication of what's to come on their current tour, Pistol Annies have no reason at all to be nervous.