Entire theological treatises have probably been written on the last words of Christ, uttered as he was dying on the cross. Crucifixion causes asphyia, which makes inhaling air to speak difficult. Thus, it is not surprising that the words actually uttered were short.
Matthew 27:46 records that Jesus said, "My God, my God, why have you forsaken me?" In the gospels of Matthew and Mark, Jesus is quoted in Aramaic, shouting this phrase only and then cries out wordlessly before dying. Is this not a surprising utterance, coming from one who proclaimed to be "one with the Father?" Is this not proof that Jesus felt forsaken and abandoned by God?