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This is the New King James text of the passages.
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Psalms 25; 29; 33; 36; 39     Listen Podcast

A Prayer for Deliverance, Guidance, and Forgiveness (Psalm 25)

A Psalm of David.
1 ¶ To You, O LORD, I lift up my soul.
2 O my God, I trust in You;
Let me not be ashamed;
Let not my enemies triumph over me.
3 Indeed, let no one who waits on You be ashamed;
Let those be ashamed who deal treacherously without cause.
4 Show me Your ways, O LORD;
Teach me Your paths.
5 Lead me in Your truth and teach me,
For You are the God of my salvation;
On You I wait all the day.
6 Remember, O LORD, Your tender mercies and Your lovingkindnesses,
For they are from of old.
7 Do not remember the sins of my youth, nor my transgressions;
According to Your mercy remember me,
For Your goodness’ sake, O LORD.
8 Good and upright is the LORD;
Therefore He teaches sinners in the way.
9 The humble He guides in justice,
And the humble He teaches His way.
10 All the paths of the LORD are mercy and truth,
To such as keep His covenant and His testimonies.
11 For Your name’s sake, O LORD,
Pardon my iniquity, for it is great.
12 Who is the man that fears the LORD?
Him shall He teach in the way He chooses.
13 He himself shall dwell in prosperity,
And his descendants shall inherit the earth.
14 The secret of the LORD is with those who fear Him,
And He will show them His covenant.
15 My eyes are ever toward the LORD,
For He shall pluck my feet out of the net.
16 Turn Yourself to me, and have mercy on me,
For I am desolate and afflicted.
17 The troubles of my heart have enlarged;
Bring me out of my distresses!
18 Look on my affliction and my pain,
And forgive all my sins.
19 Consider my enemies, for they are many;
And they hate me with cruel hatred.
20 Keep my soul, and deliver me;
Let me not be ashamed, for I put my trust in You.
21 Let integrity and uprightness preserve me,
For I wait for You.
22 Redeem Israel, O God,
Out of all their troubles!

It's difficult to get an exact fix on the setting of this Psalm. The subtitle declares that it was written by David. He speaks on behalf of all Israel in verse 22 when he says, "Redeem Israel, O God, Out of all their troubles!" Therefore, it is logical to assume that David is writing this after he has assumed leadership over all of Israel. Verse 11 has caused some scholars to conclude that David is writing after the confrontation with Nathan following the Bathsheba scandal (II Samuel 11, see notes) when he says, "For Your name’s sake, O LORD, Pardon my iniquity, for it is great." Or...perhaps David is generally summarizing the depravity of man.

Notice the promise in verse 14, "The secret of the LORD is with those who fear Him, And He will show them His covenant." This verse seems to say the inverse of I Corinthians 2:14 (see notes), "But the natural man does not receive the things of the Spirit of God, for they are foolishness to him; nor can he know them, because they are spiritually discerned." In other words, only those with a relationship with God can gain insight from scripture. The "covenant" found in verses 10 and 14 undoubtedly is David's reference to the Law of Moses.

Incidentally, with minor exceptions, this Psalm is acrostic - each verse begins with the next successive letter of the Hebrew alphabet. So...whatever the circumstances of the writing, David is waxing eloquent here with his writing style.

The voice of the Lord is pretty awesome (Psalm 29)

A Psalm of David.
1 ¶ Give unto the LORD, O you mighty ones,
Give unto the LORD glory and strength.
2 Give unto the LORD the glory due to His name;
Worship the LORD in the beauty of holiness.
3 The voice of the LORD is over the waters;
The God of glory thunders;
The LORD is over many waters.
4 The voice of the LORD is powerful;
The voice of the LORD is full of majesty.
5 The voice of the LORD breaks the cedars,
Yes, the LORD splinters the cedars of Lebanon.
6 He makes them also skip like a calf,
Lebanon and Sirion like a young wild ox.
7 The voice of the LORD divides the flames of fire.
8 The voice of the LORD shakes the wilderness;
The LORD shakes the Wilderness of Kadesh.
9 The voice of the LORD makes the deer give birth,
And strips the forests bare;
And in His temple everyone says, “Glory!”
10 The LORD sat enthroned at the Flood,
And the LORD sits as King forever.
11 The LORD will give strength to His people;
The LORD will bless His people with peace.

The subtitle clearly ascribes this Psalm to David. With "the LORD" found in all 11 verses, I guess it's a no-brainer to conclude that this Psalm is about magnifying an awesome God. Incidentally, when "the LORD" is written in all capital letters in the Old Testament, that's the indicator signifying a translation of the Hebrew word "Jehovah" (aka "Yahweh").

The Steadfast Love of the Lord (Psalm 33)

1 ¶ Rejoice in the LORD, O you righteous!
For praise from the upright is beautiful.
2 Praise the LORD with the harp;
Make melody to Him with an instrument of ten strings.
3 Sing to Him a new song;
Play skillfully with a shout of joy.
4 For the word of the LORD is right,
And all His work is done in truth.
5 He loves righteousness and justice;
The earth is full of the goodness of the LORD.
6 By the word of the LORD the heavens were made,
And all the host of them by the breath of His mouth.
7 He gathers the waters of the sea together as a heap;
He lays up the deep in storehouses.
8 Let all the earth fear the LORD;
Let all the inhabitants of the world stand in awe of Him.
9 For He spoke, and it was done;
He commanded, and it stood fast.
10 The LORD brings the counsel of the nations to nothing;
He makes the plans of the peoples of no effect.
11 The counsel of the LORD stands forever,
The plans of His heart to all generations.
12 Blessed is the nation whose God is the LORD,
The people He has chosen as His own inheritance.
13 The LORD looks from heaven;
He sees all the sons of men.
14 From the place of His dwelling He looks
On all the inhabitants of the earth;
15 He fashions their hearts individually;
He considers all their works.
16 No king is saved by the multitude of an army;
A mighty man is not delivered by great strength.
17 A horse is a vain hope for safety;
Neither shall it deliver any by its great strength.
18 Behold, the eye of the LORD is on those who fear Him,
On those who hope in His mercy,
19 To deliver their soul from death,
And to keep them alive in famine.
20 Our soul waits for the LORD;
He is our help and our shield.
21 For our heart shall rejoice in Him,
Because we have trusted in His holy name.
22 Let Your mercy, O LORD, be upon us,
Just as we hope in You.

We aren't told the author for this Psalm. It may be summarized as follows:

Notice the obvious reference to Israel in verse 12, "Blessed is the nation whose God is the LORD, The people He has chosen as His own inheritance." The Psalmist goes on in verse 16, "No king is saved by the multitude of an army; A mighty man is not delivered by great strength." The essence of this Psalm is that it is only through God's power that his people succeed and prosper.

Lord, continue your steadfast love (Psalm 36)

To the Chief Musician. A Psalm of David the servant of the LORD.
1 ¶ An oracle within my heart concerning the transgression of the wicked:
There is no fear of God before his eyes.
2 For he flatters himself in his own eyes,
When he finds out his iniquity and when he hates.
3 The words of his mouth are wickedness and deceit;
He has ceased to be wise and to do good.
4 He devises wickedness on his bed;
He sets himself in a way that is not good;
He does not abhor evil.
5 Your mercy, O LORD, is in the heavens;
Your faithfulness reaches to the clouds.
6 Your righteousness is like the great mountains;
Your judgments are a great deep;
O LORD, You preserve man and beast.
7 How precious is Your lovingkindness, O God!
Therefore the children of men put their trust under the shadow of Your wings.
8 They are abundantly satisfied with the fullness of Your house,
And You give them drink from the river of Your pleasures.
9 For with You is the fountain of life;
In Your light we see light.
10 Oh, continue Your lovingkindness to those who know You,
And Your righteousness to the upright in heart.
11 Let not the foot of pride come against me,
And let not the hand of the wicked drive me away.
12 There the workers of iniquity have fallen;
They have been cast down and are not able to rise.

This Psalm is clearly declared to be authored by David. He gives an overview of the habits of the wicked in the first four verses, then turns to the mercies of a righteous, loving God. David cries out for protection from the wicked in verse 11 when he says, "Let not the foot of pride come against me, And let not the hand of the wicked drive me away." In this psalm, there is a choice to be made which determines the sort of life we experience - now and eternally. What will you do with the revelation of God. To reject it is to be condemned to listen to one's own heart and to a life without values; to embrace it is to enjoy life, light, provision and protection.

Incidentally, Paul quotes from verse 1 in Romans 3:18 (see notes).

More sickness? (Psalm 39)

To the Chief Musician. To Jeduthun. A Psalm of David.
1 ¶ I said, “I will guard my ways,
Lest I sin with my tongue;
I will restrain my mouth with a muzzle,
While the wicked are before me.”
2 I was mute with silence,
I held my peace even from good;
And my sorrow was stirred up.
3 My heart was hot within me;
While I was musing, the fire burned.
Then I spoke with my tongue:
4 “LORD, make me to know my end,
And what is the measure of my days,
That I may know how frail I am.
5 Indeed, You have made my days as handbreadths,
And my age is as nothing before You;
Certainly every man at his best state is but vapor.
6 Surely every man walks about like a shadow;
Surely they busy themselves in vain;
He heaps up riches,
And does not know who will gather them.
7 “And now, Lord, what do I wait for?
My hope is in You.
8 Deliver me from all my transgressions;
Do not make me the reproach of the foolish.
9 I was mute, I did not open my mouth,
Because it was You who did it.
10 Remove Your plague from me;
I am consumed by the blow of Your hand.
11 When with rebukes You correct man for iniquity,
You make his beauty melt away like a moth;
Surely every man is vapor.
12 “Hear my prayer, O LORD,
And give ear to my cry;
Do not be silent at my tears;
For I am a stranger with You,
A sojourner, as all my fathers were.
13 Remove Your gaze from me, that I may regain strength,
Before I go away and am no more.”

The subtitle assigns David as the author of this Psalm; it also references Jeduthun. Following is what Easton's Bible Dictionary notes about him:

Jeduthun: lauder; praising, a Levite of the family of Merari, and one of the three masters of music appointed by David (1 Chr. 16:41, 42; 25:1-6). He is called in 2 Chr. 35:15 “the king’s seer.” His descendants are mentioned as singers and players on instruments (Neh. 11:17). He was probably the same as Ethan (1 Chr. 15:17, 19). In the superscriptions to Ps. 39, 62, and 77, the words “upon Jeduthun” probably denote a musical instrument; or they may denote the style or tune invented or introduced by Jeduthun, or that the psalm was to be sung by his choir.

Maybe David refers to personal sickness in this Psalm or perhaps just the symptoms of old age. He seems to take a vow of silence regarding his condition - especially when in the presence of the wicked. His condition, however, does not seem to improve. He repents for transgressions and waits on the Lord for restoration. In verse 9 he plainly credits God. In verse 13 he seems to be suggesting that he might die from this ailment.