I had the same problem and I've resolved it editing two files environment.js and ember-cli-build.js
In environment.js I've added another IF to set values for the new environment:
if(environment === "stage") {
  ENV.APP.xxxx = 'stage value'
}
In ember-cli-build.js I've customized how the fingerprint is enabled or not. You can do the same for other settings.
module.exports = function(defaults) {
  var fingerprintEnabled = false;
  var env = process.env.EMBER_ENV || 'development';
  switch (env) {
    case 'development':
      fingerprintEnabled = false;
      break;
    case 'test':
      fingerprintEnabled = false;
      break;
    case 'production':
    case 'stage':
      fingerprintEnabled = true;
      break;
  }
  var app = new EmberApp(defaults, {
    fingerprint: {
      enabled: fingerprintEnabled,
      exclude: [...]
    }
    // Add options here
  });
When building the app I pass the proper environment flag:
ember build --environment=stage