Is it possible that I do undergraduation and post graduation from a university and Ph.D from other university?
In the US, at least, it is very common to study at two or three universities on the way to a doctorate. Two is more common than three. Many undergraduate institutions in US don't have graduate programs or have only limited offerings. Some universities encourage their undergraduates to move on to another university just to get a variety of experience.
Again, in the US, one normally moves from undergraduate to doctoral study immediately. A masters degree might be earned along the way, but isn't always necessary. In other parts of the world a masters may be required to apply for doctoral studies. But changing institutions after each major milestone is permitted and common, though not universal.
If a student has worked very hard in a subfield and has worked with most of the faculty in that specialty, then the ability to learn from others, with different ideas, can be a plus. It can also be a plus to keep contact with the professors as you move on.
Speaking from the perspective of an American, it is certainly possible to obtain a bachelors degree at one institution, a masters at another, and a phd at a third, with all degrees being in the same field (or not). Changing institutions between undergraduate and graduate work is quite common in the US. I would even go so far as to say that it is preferable to complete one's graduate work at an institution different from one's bachelors institution.
Many colleges in the US do not offer any graduate degrees, and many of those institutions offer only masters degrees and not doctorates. For example, most small, private liberal arts colleges in the US don't have any kind of graduate programs, and one of the largest public university systems in the country (the California State University system) does not offer doctoral programs (or, at least, there are only a very small number of doctorates available through the CSU system). A student who completes work at any of these kinds of institutions would be required to go somewhere else for a phd.
Doctoral programs are extremely specialized. To embark on a doctorate is to devote 5–10 years of your life exploring a tiny niche of human knowledge (this is very nicely illustrated here). You want to make sure that you and your intended program are a good fit. Do your research interests align with the institution? Is there some faculty with whom you can get along? How's the climate? and so on. While students might find a faculty member at their undergraduate institution who is both a good mentor and studying something of interest to the student, it is more likely that you will find a good match if you cast a wider net. Thus it makes sense for most people to go somewhere else after finishing a bachelors (or masters).
Admissions and funding can also play a role. Any given phd program is only going to have a limited number of slots. If you are close with a particular faculty member who wants to be your advisor, that faculty may lobby the admissions committee on your behalf, but even this is no guarantee of admission. And even if you are admitted, there is no guarantee that the department will be able to support you—it is very hard to go to an institution where you are not admitted, or cannot afford a roof and three squares.
From a pragmatic point of view, moving from one institution to another exposes the student to a larger number of instructors, mentors, and colleagues. This broadens the social network of the student, and makes it more likely that they will be able to find work in the future. Faculty can both help a student locate promising positions, and provide recommendations for that student. Fellow students may be able to open doors in the long run (e.g. a buddy from your undergraduate institution might end up in a position to offer you a job several years later, or to collaborate on a project). The more connections you have, the easier it is to find work and research collaborators. Thus it is beneficial (in my opinion) for students to leave their undergraduate institutions in order to pursue graduate work.
Finally, many institutions are understandably reticent to accept their own students into doctoral programs (or to offer post-doc positions to their own doctoral graduates, or to offer tenure track positions to their own graduates). One of the major goals of the academy is to broaden the scope of human knowledge. To do this, it is important to communicate widely with other scholars from other places. Forcing students out of the nest is a way of spreading institutional knowledge to other places, whereas offering positions to one's own graduates can seem a little incestuous. It is hard to explore the fringes of knowledge from an echo chamber.
So, again, it is not only possible to attend different undergraduate and graduate institutions, it is quite common in the US, and even (I would argue) advisable to do so.