Quoting Scripture
My God, my God, why hast thou forsaken me?
When Jesus uttered those words from the cross, he wasn’t just crying out in anguish and pain, he was quoting scripture – the words of David, some 1,000 years earlier. The emotions of Psalm 22 are very much David’s, but they were also prophetic to the coming events of the crucifixion.
Considering writing styles of the time, Matthew and Mark’s quote of the one line above may have been an indication of Jesus quoting the full Psalm or at least more than the first verse. Jesus would have been able to identify with much of the emotion of Psalm 22 during that time. So he did what he always did when faced with difficulty.
This being the most dramatic and difficult time of his life should be an indication to us that no matter how bad things get, there is something in God’s word for us to cling to and get us through. The Psalms is a very good place to start.
from my notebook 
I read the passion in Jesus’ words when he quotes Psalm 22, but I don’t see how that makes it prophecy. Not trying to stir up trouble, just conversation, but why do we apply the word “prophecy” to this? If Christ had not quoted Psalm 22 from the cross, would it even be considered prophecy?
good point. i would say perhaps the last few verses that speak of all people bowing and worshiping jesus.