I was running a wrong command, this is how it worked :
adt -package -storetype pkcs12 -keystore FILE_KEY_NAME.p12 -storepass FILE_KEY_PASSWORD -target ane LIBRARY_NAME.ane extension.xml -swc SWC_FILE_NAME.swc -platform Android-ARM -C android_lib_dir .
Of course, I have the library.swf and NATIVEPROJECT.jar inside the directory android_lib_dir
May be someone will face the same problem,