And about the ninth hour Jesus cried with a loud voice, saying, Eli, Eli, lama sabachthani? that is to say, My God, my God, why hast thou forsaken me? (Matthew 27:46)
See on Ps. 22:1. The form Eloi (Mark 15:34) is a transliteration of the Aramaic equivalent of the Hebrew.
Jesus cried.
For a summary of the seven utterances of Jesus upon the cross see on Luke 23:34. This is the only utterance of the seven recorded by either Matthew or Mark.
Luke and John each list three, though not the same three.