Hi Naga
Some fields in the material master are flagged to not create change history. I've only encountered it a couple of times.
Look at the technical information for the field and examine the data element. On the further characteristics tab there is a flag "Change Document" which is usually set. If that is not set you will not get change documents.
It's probably not the issue but it's worth checking. I've only ever seen this once.
Regards
Robyn