In the grave; either,

1. In some dark vault under ground, such as good men hide themselves in times of persecution, Hebrews 11:38. Lord, hide me in some hiding place from thy wrath, and all the intolerable effects of it, which are upon me; for I cannot be hid from thee, but by thee. Or,

2. In the grave, properly so called. Though I know life once lost is irrecoverable, yet I heartily desire death, rather than to continue in these torments. And if the next words and wish seem to suppose the continuance of his life, that is not strange; for he speaks like one almost distracted with his miseries, sometimes wishing one thing, sometimes another and the quite contrary, as such persons use to do. And these wishes may be understood disjunctively, I wish either that I were dead, or that God would give me life free from these torments. Or the place may be understood thus, I could wish, if it were possible, that I might lie in the grave for a time till these storms be blown over, and then be restored to a comfortable life. That thou wouldest keep me secret; in some secret and safe place, under the shadow of thy wings and favour, that I may have some support and comfort from thee. Until thy wrath be past; whilst I am oppressed with such grievous and various calamities; which he calls God's wrath, because they were, or seemed to be, the effects of his wrath. A set time, to wit, to my sufferings, as thou hast done to my life, Job 14:5. Remember me, i.e. wherein thou wilt remember me, to wit, in mercy, or so as to deliver me; for it is well known that God is frequently said to forget those whom he suffers to continue in misery, and to remember those whom he delivers out of it.

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