The song you are referencing is a worship song, the Bible talks about being made new in Christ- when we decide to follow Him, we die to our selfish desires and sinful natures, and He makes us new. He gives us a second chance, and we belong to Him :D

Do you know what is name of this song , and who sang it ?

It's "I am not my own, for i have been made new". I am not on my own = I am not alone / I am not by myself. But: I am not my own = I don't belong to myself (implying that I belong to someone else, in this case God.) For I have been made anew = I am a new person (changed or saved by God) The lyrics of the song come from the Corinthians, in the Bible, so it's a Christian worship song I think.