Jesus Praying Psalm 22 Upon the Cross
Mark 15:34 (ESV) … “And at the ninth hour Jesus cried with a loud voice, “Eloi, Eloi, lema sabachthani?” which means, “My God, my God, why have you forsaken me?”
Jesus utters the opening words of Psalm 22 and in so doing cries out to God in the immense pain of divine abandonment (see Isa. 59:2; Hab. 1:13), which he suffers as a substitute for sinful mankind (see note on Mark 10:45). Yet the following verses of Psalm 22 also anticipate divine intervention on his behalf (cf. Heb. 5:7–9). Jesus knows why he is experiencing God-forsakenness, just as he knows his death will not be the end of his story.
It is generally supposed that our blessed Lord, continually praying upon his cross, and offering himself a sacrifice for the sins of the whole world, recited the whole of the psalm (22) of which these are the first words, that he might show himself to be the very Being to whom the words refer; so that the Jewish scribes and people might examine and see the cause why he would not descend from the cross; namely, because this very psalm showed that it was appointed that he should suffer these things.
 Crossway Bibles. (2008). The ESV Study Bible (p. 1931). Wheaton, IL: Crossway Bibles.  Spence-Jones, H. D. M. (Ed.). (1909). St. Mark (Vol. 2, p. 308). London; New York: Funk & Wagnalls Company.