How the four kinds of supplication were originated by the Lord.
These four kinds of supplication the Lord Himself by His own example vouchsafed to originate for us, so that in this too He might fulfil that which was said of Him: “which Jesus began both to do and to teach.” For He made use of the class of supplication when He said: “Father, if it be possible, let this cup pass from me;” or this which is chanted in His Person in the Psalm: “My God, My God, look upon Me, why have You forsaken me,” and others like it. It is prayer where He says: “I have magnified You upon the earth, I have finished the work which You gave Me to do,” and this: “And for their sakes I sanctify Myself that they also may be sanctified in the truth.” It is intercession when He says: “Father, those Whom You have given me, I will that they also may be with Me that they may see My glory which You have given Me;” or at any rate when He says: “Father, forgive them for they know not what they do.” It is thanksgiving when He says: “I confess to You, Father, Lord of heaven and earth, that You have hid these things from the wise and prudent, and hast revealed them unto babes. Even so, Father, for so it seemed good in Your sight:” or at least when He says: “Father, I thank You that You have heard Me. But I knew that You hear Me always.” But though our Lord made a distinction between these four kinds of prayers as to be offered separately and one by one according to the scheme which we know of, yet that they can all be embraced in a perfect prayer at one and the same time He showed by His own example in that prayer which at the close of S. John's gospel we read that He offered up with such fullness. From the words of which (as it is too long to repeat it all) the careful inquirer can discover by the order of the passage that this is so. And the Apostle also in his Epistle to the Philippians has expressed the same meaning, by putting these four kinds of prayers in a slightly different order, and has shown that they ought sometimes to be offered together in the fervour of a single prayer, saying as follows: “But in everything by prayer and supplication with thanksgiving let your requests be made known unto God.” And by this he wanted us especially to understand that in prayer and supplication thanksgiving ought to be mingled with our requests.
Source: Conferences (New Advent)