Your light source is confusing, everything is shaded symmetrically, so it's hard to know where the light source is coming from and can appear pillow shaded. If you hold your left and right hand in front of you palm facing up, what you'll find is that they aren't shaded exactly the same because the light will be different for them.

If you look at this photo and then look at your artwork, it should become more apparent. I hope this has helped you.

There's a bit of banding on all of them that could be removed.

Remember to save as a .png next time, jpegs aren't good for pixel-art as you tend to lose quality and it blurs details