Why do we only pray for things that are possible to happen? Why don't we pray for something that is impossible for natural phenomenon to happen. Like for example when a guy has a POLIO and his feet got amputated why don't we pray that his feet grows again instead we just pray the he survive? Why don't we pray that our love ones come back from the dead? Why we only pray about things that we know that would happen naturally or at least things that we know that are possible. If a person got shot in the head for example, why don't we pray to God that the bullet will just come out instantly and heal his head and be ok right that instant, instead we pray that he gets well soon. 

We are praying to a great God. He makes impossible possible. 

Is it because we know things that are not natural will not happen even if we pray?
There is nothing wrong with this question at all.  It simply illustrates that God has established certain rules of normalcy of which he rarely violtates.  When he does violate the paths of which he usually ordains the boundaries of life, it is an extraordinary miracle.  Miracles like Moses parting the Red Sea, or Jesus raising the dead are not normal possabilities otherwise they would no longer be 'miraculous'.  The reason why 'most' Christians do not pray for these things (some do and even convince themselves they are regularily answered although not provable to others) is that we innately know it is not God's will.  God does not promise to answer any prayer that is not his will, so why waste the time praying for what we know he will not answer?


  This is the confidence we have in approaching God: that if we ask anything according to his will, he hears us. 15 And if we know that he hears us—whatever we ask—we know that we have what we asked of him. (NIV, 1 John 5:14–15)


As far as genuine miracles go, it is understood in the Bible that an unusual divine knoweldge that it is his will through revelation and faith can make someone ask for what seems impossible and know with full assurance that it will be done. For example, David when he attacked Golliath knew it was God's will to cut the head off of that boaster. God gave David special knowledge and faith to do this. Such things are called 'gifts' as not everyone recieves them like everyday common graces to the faithful.


  To one there is given through the Spirit a message of wisdom, to another a message of knowledgel by means of the same Spirit, to another faithm by the same Spirit, to another gifts of healingn by that one Spirit, to another miraculous powers, to another prophecy, to another distinguishing between spirits, to another speaking in different kinds of tongues,a r and to still another the interpretation of tongues. (1 Cor 12:8-11, NIV)


Now clearly these gifts, especially the extraordinary miraculous ones have not always been given by God. He decides when and to who they are given. They are gifts not rewards for good deeds.  There are times in the Bible where they seem wholy absent and other times when they are very much in operation.  In our days they do not seem that active, otherwise more people would be praying in the way you suggest and the media would be all over it having no means of explanation through scientific analysis.

In other words the question is not 'why do we not pray such and such' but 'why is it not God's will for such things to occur as frequently as it has in the past' or for those more charismatic folks, 'why do we not believe as much as those in the past'?