Market participants across the variable electricity prices seek new ways to give an idea for operation planning in the future. Since the day-ahead market regulation met with Turkey's electricity market in 2011, electricity price forecasting has become a significant issue. Uncertainty in electricity prices caused investors to see pricing as a risk of economic loss. Therefore, the number of active participants in the market fell to about 60%. This paper aims to fit electricity price behavior to a statistical distribution in order to help market participants. We used a couple of statistical distribution functions in this study to determine electricity price behavior. The historical electricity price data were obtained from the website of PMUM, which consisted of hourly prices. Analyses were carried out for different intraday demand levels in different periods. The results indicated that the electricity price behavior best fits the GEV distribution in long-term analysis.