run as root

sudo -s

Save current firewall rules to file

iptables-save > /etc/firewall.conf

INCLUDE ON BOOT

echo '#!/bin/sh' > /etc/network/if-up.d/iptables
echo "iptables-restore < /etc/firewall.conf" >> /etc/network/if-up.d/iptables
chmod +x /etc/network/if-up.d/iptables 

SAVE ON SHUTDOWN/REBOOT

echo '#!/bin/sh' > /etc/network/if-down.d/iptables
echo "iptables-save > /etc/firewall.conf" >> /etc/network/if-down.d/iptables
chmod +x /etc/network/if-down.d/iptables 

is working for me

if you what to save your iptables rules after an change to iptables just run below.. but it will run the same command on reboot or shutdown.

iptables-save > /etc/firewall.conf