I don't know that there is a way to have it happen automatically on all new worksheets you open. Do you mean just within a certain file, or with any new file too?
I think I would create a Macro that you can run that would create the new worksheet and set up the Conditional Formatting rules you want.
Then just run that Macro anytime you want to create a new worksheet.
If you need this for any workbook, then I would recommend storing this VBA code in your Personal Macro Workbook, so it will be accessible for any Excel file that you have open.