Are your roommates your tenants? In other words, do they pay you and you pay the landlord or do they each pay the landlord on separate agreements?
If they are not your tenants, you have no obligation to provide utilities for them.
However, when you do cancel your account with the utility companies make sure the companies have your new address for the final bill and make sure you follow up to make sure the account is in somebody else's name. Otherwise you might find out months later that you are still on it and the account went to collections.

