Consider the set I of the integers and a relation be defined as aRb if both a and b are odd.
Clearly aRb ⇒ bRa i.e. if a and b are both odd then b and a are also both odd. Similarly, aRb and bRc implies aRc and hence transitive. But this relation is not reflexive because 2 ϵ I but 2 is not related to 2. In general, any even number is not R-related to itself. Hence it is not reflexive.