In the layer tab at the right, add a new layer and call it "HUD". Whenever you select your "HUD" layer, you'll see it's properties on the right. There will be a parallex option for both X and Y, just change the values from 100 to 0 (and you'll probably want to do the same for Scale Rate). Finally, right click your health bar and move to layer "HUD".
But, if you're making this sort of thing, you should take a look at this:
https://www.scirra.com/tutorials/594/bu ... erface-ui/
This provides a method of making a HUD that you can apply to multiple Layouts, so if you're making an RPG game you will be able create on layout for HUD that you can quickly and easily apply to every level in your RPG game.