Thanks for replying. My /etc/ufw/before.rules:

#
# rules.before
#
# Rules that should be run before the ufw command line added rules. Custom
# rules should be added to one of these chains:
#   ufw-before-input
#   ufw-before-output
#   ufw-before-forward
#

# Don't delete these required lines, otherwise there will be errors
*filter
:ufw-before-input - [0:0]
:ufw-before-output - [0:0]
:ufw-before-forward - [0:0]
:ufw-not-local - [0:0]
# End required lines


# allow all on loopback
-A ufw-before-input -i lo -j ACCEPT
-A ufw-before-output -o lo -j ACCEPT

# quickly process packets for which we already have a connection
-A ufw-before-input -m state --state RELATED,ESTABLISHED -j ACCEPT
-A ufw-before-output -m state --state RELATED,ESTABLISHED -j ACCEPT

# drop INVALID packets (logs these in loglevel medium and higher)
-A ufw-before-input -m state --state INVALID -j ufw-logging-deny
-A ufw-before-input -m state --state INVALID -j DROP

# ok icmp codes
-A ufw-before-input -p icmp --icmp-type destination-unreachable -j ACCEPT
-A ufw-before-input -p icmp --icmp-type source-quench -j ACCEPT
-A ufw-before-input -p icmp --icmp-type time-exceeded -j ACCEPT
-A ufw-before-input -p icmp --icmp-type parameter-problem -j ACCEPT
-A ufw-before-input -p icmp --icmp-type echo-request -j ACCEPT

# allow dhcp client to work
-A ufw-before-input -p udp --sport 67 --dport 68 -j ACCEPT

#
# ufw-not-local
#
-A ufw-before-input -j ufw-not-local

# if LOCAL, RETURN
-A ufw-not-local -m addrtype --dst-type LOCAL -j RETURN
# if MULTICAST, RETURN
-A ufw-not-local -m addrtype --dst-type MULTICAST -j RETURN

# if BROADCAST, RETURN
-A ufw-not-local -m addrtype --dst-type BROADCAST -j RETURN

# all other non-local packets are dropped
-A ufw-not-local -m limit --limit 3/min --limit-burst 10 -j ufw-logging-deny
-A ufw-not-local -j DROP

# allow MULTICAST, be sure the MULTICAST line above is uncommented
-A ufw-before-input -s 224.0.0.0/4 -j ACCEPT
-A ufw-before-input -d 224.0.0.0/4 -j ACCEPT

#NAT rules
*nat
:POSTROUTING ACCEPT [0:0]

# Forward traffic through eth0 - Change to match you out-interface
-A POSTROUTING -s 10.10.0.0/16 -o eth0 -j MASQUERADE

# don't delete the 'COMMIT' line or these rules won't be processed
COMMIT

-- 
ufw fails to add MASQUERADE rule
https://bugs.launchpad.net/bugs/550976
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