It seems that the state monitoring ( -m state --state .... ) is valid in
various tables and chains. My question is does it make any difference?

Say I need to monitor all the traffic that are started from from an 
application, even if it is using dynamic ports, where I put the 
state monitoring, PREROUTING , FORWARD or others ?

For example, assuming a ftp packet is entering eth1 and get DNAT-ed
into an internal server 192.168.0.99 at PREROUTING and then
gotten forward at FORWARD chain, is there any difference with one
of these  :-

iptables -t nat -I PREROUTING -p tcp --dport 21 
  -m state --state NEW,ESTABLISHED,RELATED

iptables  -I FORWARD -p tcp --dport 21 
  -m state --state NEW,ESTABLISHED,RELATED



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