exposure - How to get a smooth gradient on sky?

I wanted to capture this beautiful dawn. The colors came well but the gradient is banded, if you see closely.
I know we can post process the image to smooth it out, but I would like to directly capture smooth gradients.

Update: Added the original image, was captured as jpeg. The bands are more clear in here than the compressed one.
Settings on D5100:

Aperture: F3.5
Shutter speed: 1 sec
White balance: Direct Sunlight(preset)
ISO: 100

Camera: Nikon D5100