When ever I am trying to close phase of the change, Notification is getting triggered. I need restrict notification for change review and approvalphase.
You might want to start on the notification table. There are many records there which may be sending the notification which you mention. The simplest way to solve your issue is to identify (A) which notification record is being triggered; (B) which line on that record is being triggered; and (C) make the condition further specific to ignore the "Change Review and Approval" phase.
So, for the sake of example: Let's say the notification record which is triggering is the ChM Change Open record of which I have attached a screenshot. Once you identify which line is the one that is triggering, add something like this (without quotes) "& current.phase in $L.file~="Change Review and Approval" to the end of the condition field on that specific line.