Prayer should be in the name of Jesus.
We come not with our own authority, nor do we rely upon our own power or holiness, but upon the covenant name we have been given, the name of the Lord Jesus Christ. We do not pray to Jesus, we pray through Jesus, using the weight and authority of His inimitable name!
““And in that day you will ask Me nothing. Most assuredly, I say to you, whatever you ask the Father in My name He will give you. Until now you have asked nothing in My name. Ask, and you will receive, that your joy may be full. In that day you will ask in My name, and I do not say to you that I shall pray the Father for you; for the Father Himself loves you...” (John 16:23-24,26-27 NKJV)