Yes u can its ur car after all
But do understand this :-
Suppose u get a CNG kit installed in rs 40,000 ( just an example )
If u get a mileage of rs 8 / km on petrol
U will get 5/ km on CNG at best.
That means u have to drive at least 13000 km on CNG just to break even.
And will CNG be available next year ??? That's the big question