I have a form which has 3 action buttons SAVE, SUBMIT and CANCEL. I would like to redirect the user upon click on each button. 

If i use the Form settings -> Redirect Url, that will affect the SAVE and SUBMIT buttons. CANCEL button is easy to setup as it doesn't need to save the data and with the help of Javascript you can redirect to anywhere. However it comes down to 2 buttons which will need to save the data and redirect to different locations.

Any idea how can i achieve this within Nintex form designer?

I could only think of is to have an interim page where i could query the list using JS and then find the item status to redirect to the appropriate page.